stat841f10

Classfication-2010.09.21

Classification

Statistical classification, usually simply known as classification, refers to the supervised learning of the classes (also known as labels or groups) of novel data using models built using classifiers and labeled training data. Classification is an important task for people and society since the beginnings of history. While it is debatable, the earliest application of classification in human society was for prehistory peoples to recognize which wild animals were beneficial to people and which one were harmful. <ref> http://www.schools.utah.gov/curr/science/sciber00/7th/classify/sciber/history.htm </ref> 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 (also known as 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. A 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 used together include search and recommendation (e.g. Google, Amazon),automatic speech recognition and speaker verification, medical diagnosis etc.

Linear and Quadratic Discriminant Analysis cont'd - 2010.09.23

In the second lecture, Professor Ali Ghodsi recapitulates that by calculating the class posteriors $\Pr(Y=k|X=x)$ we have optimal classification. He also shows that by assuming that the classes have common covariance matrix $\Sigma_{k}=\Sigma \forall k$ the decision boundary between classes $k$ and $l$ 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[1] 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[2], 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 $\,Y \in \{1,\dots,k\}$, if $\,f_k(x) = Pr(X=x|Y=k)$ is Gaussian, the Bayes Classifier rule is

$\,h(X) = \arg\max_{k} \delta_k(x)$

where

$\,\delta_k = - \frac{1}{2}log(|\Sigma_k|) - \frac{1}{2}(x-\mu_k)^\top\Sigma_k^{-1}(x-\mu_k) + log (\pi_k)$ (quadratic)
• Note The decision boundary between classes $k$ and $l$ is quadratic in $x$.

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

$\,\delta_k = x^\top\Sigma^{-1}\mu_k - \frac{1}{2}\mu_k^\top\Sigma^{-1}\mu_k + log (\pi_k)$ (linear)
• Note $\,\arg\max_{k} \delta_k(x)$returns the set of k for which $\,\delta_k(x)$ attains its largest value.