从贝叶斯决策到最小距离判别法再到Fisher判别分析

从贝叶斯决策到最小距离判别法再到Fisher判别分析

Bayes准则(最小期望风险)→\rightarrowBayes假设检验→\rightarrow判别分析法→\rightarrow最小距离判别法→\rightarrowFisher判别分析法

Bayes准则(最小期望风险)
判别函数:R(Dj∣x)=∑i=1KLijP(Ci∣x),j=1,2,⋯ ,KR\left(D_j\mid \boldsymbol{x}\right)=\sum\limits_{i = 1}^{K}L_{ij}P\left(C_i\mid \boldsymbol{x}\right),\quad j = 1,2,\cdots,KR(Djx)=i=1KLijP(Cix),j=1,2,,K
判别法则: 若R(Dj∣x)=min⁡1⩽i⩽KR(Di∣x)R\left(D_j\mid \boldsymbol{x}\right)= \min\limits_{1 \leqslant i \leqslant K} R\left(D_i\mid \boldsymbol{x}\right)R(Djx)=1iKminR(Dix),则判定x\boldsymbol{x}xCjC_jCj

↓Lij={ 1,i≠j0,i=j\downarrow L_{ij}=\begin{cases}1, & i\neq j\\0, & i = j\end{cases}Lij={1,0,i=ji=j

Bayes假设检验
判别函数:P(Ci∣x)=p(x∣Ci)P(Ci)∑j=1Kp(x∣Cj)P(Cj),i=1,2,⋯ ,KP \left( C_i \mid {\boldsymbol x} \right) = \dfrac{ p \left( {\boldsymbol x} \mid C_i \right) P \left( C_i \right) } { \sum\limits_{j=1}^{K} p \left( {\boldsymbol x} \mid C_j \right) P \left( C_j \right)}, \quad i = 1,2,\cdots,KP(Cix)=j=1</