Naïve Bayes Classifier

Ke Chen

COMP24111 Machine Learning

 Outline
• Background
• Probability Basics
• Probabilistic Classification
• Naïve Bayes
• Example: Play Tennis
• Relevant Issues
• Conclusions

2
COMP24111 Machine Learning
 Background
• There are three methods to establish a classifier
a) Model a classification rule directly
Examples: k-NN, decision trees, perceptron, SVM
b) Model the probability of class memberships given input data
Example: perceptron with the cross-entropy cost
c) Make a probabilistic model of data within each class
Examples: naive Bayes, model based classifiers
• a) and b) are examples of discriminative classification
• c) is an example of generative classification
• b) and c) are both examples of probabilistic classification

3
COMP24111 Machine Learning
 Probability Basics
• Prior, conditional and joint probability for random variables
– Prior probability: P(X)
– Conditional probability: P(X1 |X2 ), P(X2 |X1 )
– Joint probability: X  (X1 , X2 ), P(X)  P(X1 ,X2 )
– Relationship: P(X1 ,X2 )  P(X2 |X1 )P(X1 )  P(X1 |X2 )P(X2 )
– Independence: P(X2 |X1 )  P(X2 ), P(X1 |X2 )  P(X1 ), P(X1 ,X2 )  P(X1 )P(X2 )
• Bayesian Rule

P(X|C)P(C) Likelihood Prior

P(C|X)  Posterior 
P(X) Evidence

4
COMP24111 Machine Learning
 Probability Basics
• Quiz: We have two six-sided dice. When they are tolled, it could end up
with the following occurance: (A) dice 1 lands on side “3”, (B) dice 2 lands
on side “1”, and (C) Two dice sum to eight. Answer the following questions:
1) P( A)  ?
2) P(B)  ?
3) P(C)  ?
4) P( A| B)  ?
5) P(C | A)  ?
6) P( A , B)  ?
7) P( A , C )  ?
8) Is P( A , C ) equal to P(A)  P(C)?
5
COMP24111 Machine Learning
 Probabilistic Classification
• Establishing a probabilistic model for classification
– Discriminative model
P(C|X) C  c1 ,  ,cL , X  (X1 ,  , Xn )

P(c1 |x) P(c2 |x) P(c L |x)



Discriminative
Probabilistic Classifier


x1 x2 xn
x  ( x1 , x2 ,  , xn )
6
COMP24111 Machine Learning
 Probabilistic Classification
• Establishing a probabilistic model for classification (cont.)
– Generative model

P(X|C) C  c1 ,  ,cL , X  (X1 ,  , Xn )

P(x|c1 ) P(x|c2 ) P(x|c L )

Generative Generative Generative

Probabilistic Model Probabilistic Model  Probabilistic Model
for Class 1 for Class 2 for Class L
  
x1 x2 x n x1 x2 xn x1 x2 xn

x  ( x1 , x2 ,  , xn )
7
COMP24111 Machine Learning
 Probabilistic Classification
• MAP classification rule
– MAP: Maximum A Posterior
– Assign x to c* if
P(C  c* |X  x)  P(C  c|X  x) c  c* , c  c1 ,  , cL

• Generative classification with the MAP rule

– Apply Bayesian rule to convert them into posterior probabilities
P( X  x |C  ci )P(C  ci )
P(C  ci |X  x) 
P( X  x)
 P( X  x |C  ci )P(C  ci )
for i  1,2 ,  , L
– Then apply the MAP rule

8
COMP24111 Machine Learning
 Naïve Bayes
• Bayes classification
P(C|X)  P(X|C)P(C)  P(X1 ,  , Xn |C)P(C)
Difficulty: learning the joint probability P(X1 ,  , Xn |C)
• Naïve Bayes classification
– Assumption that all input attributes are conditionally independent!
P(X1 , X2 ,  , Xn |C)  P(X1 | X2 ,  , Xn , C)P(X2 ,  , Xn |C)
 P(X1 |C)P(X2 ,  , Xn |C)
 P(X1 |C)P(X2 |C)    P(Xn |C)
– MAP classification rule: for x  ( x1 , x2 ,  , xn )
[P( x1 |c* )    P( xn |c* )]P(c* )  [P( x1 |c)    P( xn |c)]P(c), c  c* , c  c1 ,  , cL

9
COMP24111 Machine Learning
 Naïve Bayes
• Naïve Bayes Algorithm (for discrete input attributes)
– Learning Phase: Given a training set S,
For each target value of ci (ci  c1 ,  , c L )
Pˆ (C  ci )  estimate P(C  ci ) with examples in S;
For every attributevalue x jk of each attributeX j ( j  1,  , n; k  1,  , N j )
Pˆ ( X j  x jk |C  ci )  estimate P( X j  x jk |C  ci ) with examples in S;

Output: conditional probability tables; for X j , N j  L elements

– Test Phase: Given an unknown instance X  (a1 ,  , an ),
Look up tables to assign the label c* to X’ if
[ Pˆ ( a1 |c* )    Pˆ ( an |c* )]Pˆ (c* )  [ Pˆ ( a1 |c)    Pˆ ( an |c)]Pˆ (c), c  c* , c  c1 ,  , cL

10
COMP24111 Machine Learning
 Example
• Example: Play Tennis

11
COMP24111 Machine Learning
 Example
• Learning Phase
Outlook Play=Yes Play=No Temperature Play=Yes Play=No
Sunny 2/9 3/5 Hot 2/9 2/5
Overcast 4/9 0/5 Mild 4/9 2/5
Rain 3/9 2/5 Cool 3/9 1/5

Humidity Play=Yes Play=No Wind Play=Yes Play=No

High 3/9 4/5 Strong 3/9 3/5
Normal 6/9 1/5 Weak 6/9 2/5

P(Play=Yes) = 9/14 P(Play=No) = 5/14

12
COMP24111 Machine Learning
 Example
• Test Phase
– Given a new instance,
x’=(Outlook=Sunny, Temperature=Cool, Humidity=High, Wind=Strong)
– Look up tables
P(Outlook=Sunny|Play=Yes) = 2/9 P(Outlook=Sunny|Play=No) = 3/5
P(Temperature=Cool|Play=Yes) = 3/9 P(Temperature=Cool|Play==No) = 1/5
P(Huminity=High|Play=Yes) = 3/9 P(Huminity=High|Play=No) = 4/5
P(Wind=Strong|Play=Yes) = 3/9 P(Wind=Strong|Play=No) = 3/5
P(Play=Yes) = 9/14 P(Play=No) = 5/14

– MAP rule
P(Yes|x’): [P(Sunny|Yes)P(Cool|Yes)P(High|Yes)P(Strong|Yes)]P(Play=Yes) = 0.0053
P(No|x’): [P(Sunny|No) P(Cool|No)P(High|No)P(Strong|No)]P(Play=No) = 0.0206

Given the fact P(Yes|x’) < P(No|x’), we label x’ to be “No”.

13
COMP24111 Machine Learning
 Example
• Test Phase
– Given a new instance,
x’=(Outlook=Sunny, Temperature=Cool, Humidity=High, Wind=Strong)
– Look up tables
P(Outlook=Sunny|Play=Yes) = 2/9 P(Outlook=Sunny|Play=No) = 3/5
P(Temperature=Cool|Play=Yes) = 3/9 P(Temperature=Cool|Play==No) = 1/5
P(Huminity=High|Play=Yes) = 3/9 P(Huminity=High|Play=No) = 4/5
P(Wind=Strong|Play=Yes) = 3/9 P(Wind=Strong|Play=No) = 3/5
P(Play=Yes) = 9/14 P(Play=No) = 5/14

– MAP rule
P(Yes|x’): [P(Sunny|Yes)P(Cool|Yes)P(High|Yes)P(Strong|Yes)]P(Play=Yes) = 0.0053
P(No|x’): [P(Sunny|No) P(Cool|No)P(High|No)P(Strong|No)]P(Play=No) = 0.0206

Given the fact P(Yes|x’) < P(No|x’), we label x’ to be “No”.

14
COMP24111 Machine Learning
 Relevant Issues
• Violation of Independence Assumption
– For many real world tasks, P(X1 ,  , Xn |C)  P(X1 |C)    P(Xn |C)
– Nevertheless, naïve Bayes works surprisingly well anyway!
• Zero conditional probability Problem
– If no example contains the attribute value X j  a jk , Pˆ ( X j  a jk |C  ci )  0
– In this circumstance, Pˆ ( x1 |ci )    Pˆ ( a jk |ci )    Pˆ ( xn |ci )  0 during test
– For a remedy, conditional probabilities estimated with
n  mp
Pˆ ( X j  a jk |C  ci )  c
nm
nc : number o f training examples fo r whic h X j  a jk and C  ci
n : number o f training examples fo r whic h C  ci
p : prio r estimate (usually, p  1 / t fo r t po ssible values o f X j )
m : weight to prio r (number o f " virtual" examples, m  1)
15
COMP24111 Machine Learning
 Relevant Issues
• Continuous-valued Input Attributes
– Numberless values for an attribute
– Conditional probability modeled with the normal distribution
1  ( X j   ji )2 
Pˆ ( X j |C  ci )  exp  
2  ji  2 ji2 
 
 ji : mean (avearag e)o f attribute values X j o f examples fo r whic h C  ci
 ji : standard deviatio n o f attribute values X j o f examples fo r whic h C  ci

– Learning Phase: for X  (X1 ,  , Xn ), C  c1 ,  , cL

Output: n L normal distributions and P(C  ci ) i  1,  , L
– Test Phase: for X  (X1 ,  , Xn )
• Calculate conditional probabilities with all the normal distributions
• Apply the MAP rule to make a decision

16
COMP24111 Machine Learning
 Conclusions
• Naïve Bayes based on the independence assumption
– Training is very easy and fast; just requiring considering each
attribute in each class separately
– Test is straightforward; just looking up tables or calculating
conditional probabilities with normal distributions
• A popular generative model
– Performance competitive to most of state-of-the-art classifiers
even in presence of violating independence assumption
– Many successful applications, e.g., spam mail filtering
– A good candidate of a base learner in ensemble learning
– Apart from classification, naïve Bayes can do more…
17
COMP24111 Machine Learning