stat841f10

Classfication-2010.09.21

Classification

Statistical classification, or simply known as classification, is an area of supervised learning that addresses the problem of how to systematically assign unlabeled (classes unknown) novel data to their labels (classes or groups or types) by using knowledge of their features (characteristics or attributes) that are obtained from observation and/or measurement. A classifier is a specific technique or method for performing classification. To classify new data, a classifier first uses labeled (classes are known) training data to train a model, and then it uses a function known as its classification rule to assign a label to each new data input after feeding that input's known feature values into its model to obtain a prediction result.

Classification has been an important task for people and society since the beginnings of history. According to this link, the earliest application of classification in human society was probably done by prehistory peoples for recognizing which wild animals were beneficial to people and which one were harmful, and the earliest systematic use of classification was done by the famous Greek philosopher Aristotle when he, for example, divided all living things into the two groups of plants and animals. Classification is generally regarded as one of four major areas of statistics, with the other three major areas being regression regression, clustering, and dimensionality reduction (feature extraction or manifold learning).

In classical statistics, classification techniques were developed to learn useful information using small data sets where there is usually not enough of data. When machine learning was developed after the application of computers to statistics, classification techniques were developed to work with very large data sets where there is usually too many data. A major challenge facing data mining using machine learning is how to efficiently find useful patterns in very large amounts of data. An interesting quote that describes this problem quite well is the following one made by the retired Yale University Librarian Rutherford D. Rogers.

       "We are drowning in information and starving for knowledge."  
                                                         - Rutherford D. Rogers

In the Information Age, machine learning when it is combined with efficient classification techniques can be very useful for data mining using very large data sets. This is most useful when the structure of the data is not well understood but the data nevertheless exhibit strong statistical regularity. Areas in which machine learning and classification have been successfully used together include search and recommendation (e.g. Google, Amazon), automatic speech recognition and speaker verification, medical diagnosis, analysis of gene expression, drug discovery etc.

The formal mathematical definition of classification is as follows:

Definition: Classification is the prediction of a discrete random variable [math]\displaystyle{ \mathcal{Y} }[/math] from another random variable [math]\displaystyle{ \mathcal{X} }[/math], where [math]\displaystyle{ \mathcal{Y} }[/math] represents the label assigned to a new data input and [math]\displaystyle{ \mathcal{X} }[/math] represents the known feature values of that input.

A set of training data used by a classifier to train its model consists of [math]\displaystyle{ \,n }[/math] independently and identically distributed (i.i.d) ordered pairs [math]\displaystyle{ \,\{(X_{1},Y_{1}), (X_{2},Y_{2}), \dots , (X_{n},Y_{n})\} }[/math], where the values of the [math]\displaystyle{ \,ith }[/math] training input's feature values [math]\displaystyle{ \,X_{i} = (\,X_{i1}, \dots , X_{id}) \in \mathcal{X} \subset \mathbb{R}^{d} }[/math] is a d-dimensional vector and the label of the [math]\displaystyle{ \, ith }[/math] training input is [math]\displaystyle{ \,Y_{i} \in \mathcal{Y} }[/math] that takes a finite number of values. The classification rule used by a classifier has the form [math]\displaystyle{ \,h: \mathcal{X} \mapsto \mathcal{Y} }[/math]. After the model is trained, each new data input whose feature values is [math]\displaystyle{ \,X \in \mathcal{X}, }[/math] is given the label [math]\displaystyle{ \,\hat{Y}=h(X) \in \mathcal{Y} }[/math].

As an example, if we would like to classify some vegetables and fruits, then our training data might look something like the one shown in the following picture from Professor Ali Ghodsi's Fall 2010 STAT 841 slides.

After we have selected a classifier and then built our model using our training data, we could use the classifier's classification rule [math]\displaystyle{ \ h }[/math] to classify any newly-given vegetable or fruit such as the one shown in the following picture from Professor Ali Ghodsi's Fall 2010 STAT 841 slides after first obtaining its feature values.

As another example, suppose we wish to classify newly-given fruits into apples and oranges by considering three features of a fruit that comprise its color, its diameter, and its weight. After selecting a classifier and constructing a model using training data [math]\displaystyle{ \,\{(X_{color, 1}, X_{diameter, 1}, X_{weight, 1}, Y_{1}), \dots , (X_{color, n}, X_{diameter, n}, X_{weight, n}, Y_{n})\} }[/math], we could then use the classifier's classification rule [math]\displaystyle{ \,h }[/math] to assign any newly-given fruit having known feature values [math]\displaystyle{ \,X = (\,X_{color}, X_{diameter} , X_{weight}) \in \mathcal{X} \subset \mathbb{R}^{3} }[/math] the label [math]\displaystyle{ \,\hat{Y}=h(X) \in \mathcal{Y} }[/math], where [math]\displaystyle{ \mathcal{Y}=\{\mathrm{apple}, \mathrm{orange}\} }[/math].

Error rate

The true error rate' [math]\displaystyle{ \,L(h) }[/math] of a classifier having classification rule [math]\displaystyle{ \,h }[/math] is defined as the probability that [math]\displaystyle{ \,h }[/math] does not correctly classify any new data input, i.e., it is defined as [math]\displaystyle{ \,L(h)=P(h(X) \neq Y) }[/math]. Here, [math]\displaystyle{ \,X \in \mathcal{X} }[/math] and [math]\displaystyle{ \,Y \in \mathcal{Y} }[/math] are the known feature values and the true class of that input, respectively.

The empirical error rate (or training error rate) of a classifier having classification rule [math]\displaystyle{ \,h }[/math] is defined as the frequency at which [math]\displaystyle{ \,h }[/math] does not correctly classify the data inputs in the training set, i.e., it is defined as [math]\displaystyle{ \,\hat{L}_{n} = \frac{1}{n} \sum_{i=1}^{n} I(h(X_{i}) \neq Y_{i}) }[/math], where [math]\displaystyle{ \,I }[/math] is an indicator variable and [math]\displaystyle{ \,I = \left\{\begin{matrix} 1 &\text{if } h(X_i) \neq Y_i \\ 0 &\text{if } h(X_i) = Y_i \end{matrix}\right. }[/math]. Here, [math]\displaystyle{ \,X_{i} \in \mathcal{X} }[/math] and [math]\displaystyle{ \,Y_{i} \in \mathcal{Y} }[/math] are the known feature values and the true class of the [math]\displaystyle{ \,ith }[/math] training input, respectively.

Bayes Classifier

After training its model using training data, the Bayes Classifier classifies any new data input in two steps. First, it uses the input's known feature values and the Bayes formula to calculate the input's posterior probability of belonging to each class. Then, it uses its classification rule to place the input into its most-probable class, which is the one associated with the input's largest posterior probability.

Intuitively speaking, to classify [math]\displaystyle{ \,x\in \mathcal{X} }[/math] we find [math]\displaystyle{ y \in \mathcal{Y} }[/math] such that [math]\displaystyle{ \,P(Y=y|X=x) }[/math] is maximum over all the members of [math]\displaystyle{ \mathcal{Y} }[/math].

Mathematically, for [math]\displaystyle{ \,k }[/math] classes and given object [math]\displaystyle{ \,X=x }[/math], we find [math]\displaystyle{ \,y\in \mathcal{Y} }[/math] which maximizes [math]\displaystyle{ \,P(Y=y|X=x) }[/math], and classify [math]\displaystyle{ \,X }[/math] into class [math]\displaystyle{ \,y }[/math]. In order to calculate the value of [math]\displaystyle{ \,P(Y=y|X=x) }[/math], we use Bayes formula

[math]\displaystyle{ \begin{align} P(Y=y|X=x) &= \frac{P(X=x|Y=y)P(Y=y)}{P(X=x)} \\ &=\frac{P(X=x|Y=y)P(Y=y)}{\Sigma_{\forall y \in \mathcal{Y}}P(X=x|Y=y)P(Y=y)} \end{align} }[/math]

where [math]\displaystyle{ \,P(Y=y|X=x) }[/math] is referred to as the posterior probability, [math]\displaystyle{ \,P(Y=y) }[/math] as the prior probability, [math]\displaystyle{ \,P(X=x|Y=y) }[/math] as the likelihood, and [math]\displaystyle{ \,P(X=x) }[/math] as the evidence.

For the special case that [math]\displaystyle{ \,Y }[/math] has only two classes, that is, [math]\displaystyle{ \, \mathcal{Y}=\{0, 1\} }[/math]. Consider the probability that [math]\displaystyle{ \,r(X)=P\{Y=1|X=x\} }[/math]. Given [math]\displaystyle{ \,X=x }[/math], By Bayes formula, we have

[math]\displaystyle{ \begin{align} r(X)&=P(Y=1|X=x) \\ &=\frac{P(X=x|Y=1)P(Y=1)}{P(X=x)}\\ &=\frac{P(X=x|Y=1)P(Y=1)}{P(X=x|Y=1)P(Y=1)+P(X=x|Y=0)P(Y=0)} \end{align} }[/math]

Definition:

The Bayes classification rule [math]\displaystyle{ \,h }[/math] is

[math]\displaystyle{ \, h(X)= \left\{\begin{matrix} 1 & r(x)\gt \frac{1}{2} \\ 0 & \mathrm{otherwise} \end{matrix}\right. }[/math]

3 different approaches to classification:

1) Empirical Risk Minimization: Choose a set fo classifier [math]\displaystyle{ \mathcal{H} }[/math] and find [math]\displaystyle{ \,h^*\in \mathcal{H} }[/math] that minimizes some estimate of [math]\displaystyle{ \,L(h) }[/math]

2) Regression: Find an estimate [math]\displaystyle{ (\hat r) }[/math] of the function [math]\displaystyle{ r }[/math] and define

[math]\displaystyle{ \, h(X)= \left\{\begin{matrix} 1 & \hat r(x)\gt \frac{1}{2} \\ 0 & \mathrm{otherwise} \end{matrix}\right. }[/math]

3) Density Estimation: estimate [math]\displaystyle{ \,P(X=x|Y=0) }[/math] and [math]\displaystyle{ \,P(X=x|Y=1) }[/math] (less popular in high-dimension cases)

Bayes Classification Rule Optimality Theorem: The Bayes rule is optimal in true error rate, that is for any other classification rule [math]\displaystyle{ \, \overline{h} }[/math], we have [math]\displaystyle{ \,L(h) \le L(\overline{h}) }[/math]. Intuitively speaking this theorem is saying we cannot do better than classifying [math]\displaystyle{ \,x\in \mathcal{X} }[/math] to [math]\displaystyle{ \,y }[/math] when[math]\displaystyle{ }[/math] the probability of being of type [math]\displaystyle{ \,y }[/math] for [math]\displaystyle{ \,x }[/math] is more than probability of being any other type.

Definition:

The set [math]\displaystyle{ \,D(h)=\{x: P(Y=1|X=x)=P(Y=0|X=x)\} }[/math] is called the decision boundary.

[math]\displaystyle{ \, h^*(X)= \left\{\begin{matrix} 1 & if P(Y=1|X=x)\gt P(Y=0|X=x) \\ 0 & \mathrm{otherwise} \end{matrix}\right. }[/math]

Remark:

1)Bayes classification rule is optimal. Proof:[1]

2)We still need any other method, since we cannot define prior probability in realistic.

Example:
We’re going to predict if a particular student will pass STAT441/841. We have data on past student performance. For each student we know: If student’s GPA > 3.0 (G) If student had a strong math background (M) If student is a hard worker (H) If student passed or failed course

[math]\displaystyle{ \, \mathcal{Y}= \{ 0,1 \} }[/math], where 1 refers to pass and 0 refers to fail. Assume that [math]\displaystyle{ \,P(Y=1)=P(Y=0)=0.5 }[/math]
For a new student comes along with values [math]\displaystyle{ \,G=0, M=1, H=0 }[/math], we calculate [math]\displaystyle{ \,r(X)=P(Y=1|X=(0,1,0)) }[/math] as

[math]\displaystyle{ \,r(X)=P(Y=1|X=(0,1,0))=\frac{P(X=(0,1,0)|Y=1)P(Y=1)}{P(X=(0,1,0)|Y=1)P(Y=1)+P(X=(0,1,0)|Y=0)P(Y=0)}=\frac{0.025}{0.125}=0.2\lt \frac{1}{2} }[/math]
Thus, we classify the new student into class 0, namely, we predict him to fail in this course.

Notice: Although the Bayes rule is optimal, we still need other methods, since it is generally impossible for us to know the prior [math]\displaystyle{ \,P(Y=1) }[/math], and class conditional density [math]\displaystyle{ \,P(X=x|Y=1) }[/math] and ultimately calculate the value of [math]\displaystyle{ \,r(X) }[/math], which makes Bayes rule inconvenient in practice.

Currently, there are four primary classifier based on Bayes Classifier: Naive Bayes classifier[2], tree-augmented naive Bayes (TAN), Bayesian network augmented naive Bayes (BAN) and general Bayesian network (GBN).
useful link:Decision Theory, Bayes Classifier

Linear and Quadratic Discriminant Analysis cont'd - 2010.09.23

In the second lecture, Professor Ali Ghodsi recapitulates that by calculating the class posteriors [math]\displaystyle{ \Pr(Y=k|X=x) }[/math] we have optimal classification. He also shows that by assuming that the classes have common covariance matrix [math]\displaystyle{ \Sigma_{k}=\Sigma \forall k }[/math] the decision boundary between classes [math]\displaystyle{ k }[/math] and [math]\displaystyle{ l }[/math] is linear (LDA). However, if we do not assume same covariance between the two classes the decision boundary is quadratic function (QDA).

Some MATLAB samples are used to demonstrated LDA and QDA

LDA x QDA

Linear discriminant analysis[3] is a statistical method used to find the linear combination of features which best separate two or more classes of objects or events. It is widely applied in classifying diseases, positioning, product management, and marketing research.

Quadratic Discriminant Analysis[4], on the other had, aims to find the quadratic combination of features. It is more general than Linear discriminant analysis. Unlike LDA however, in QDA there is no assumption that the covariance of each of the classes is identical.

Summarizing LDA and QDA

We can summarize what we have learned so far into the following theorem.

Theorem:

Suppose that [math]\displaystyle{ \,Y \in \{1,\dots,k\} }[/math], if [math]\displaystyle{ \,f_k(x) = Pr(X=x|Y=k) }[/math] is Gaussian, the Bayes Classifier rule is

[math]\displaystyle{ \,h(X) = \arg\max_{k} \delta_k(x) }[/math]

where

[math]\displaystyle{ \,\delta_k = - \frac{1}{2}log(|\Sigma_k|) - \frac{1}{2}(x-\mu_k)^\top\Sigma_k^{-1}(x-\mu_k) + log (\pi_k) }[/math] (quadratic)

• Note The decision boundary between classes [math]\displaystyle{ k }[/math] and [math]\displaystyle{ l }[/math] is quadratic in [math]\displaystyle{ x }[/math].

If the covariance of the Gaussians are the same, this becomes

[math]\displaystyle{ \,\delta_k = x^\top\Sigma^{-1}\mu_k - \frac{1}{2}\mu_k^\top\Sigma^{-1}\mu_k + log (\pi_k) }[/math] (linear)

• Note [math]\displaystyle{ \,\arg\max_{k} \delta_k(x) }[/math]returns the set of k for which [math]\displaystyle{ \,\delta_k(x) }[/math] attains its largest value.

Reference

The Elements of Statistical Learning: Data Mining, Inference, and Prediction

The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition, February 2009 Trevor Hastie, Robert Tibshirani, Jerome Friedman

http://www-stat.stanford.edu/~tibs/ElemStatLearn/ (3rd Edition is available)