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統計學習方法第四章課後習題

4.1 用極大似然估計法推導樸素貝葉斯法中的先驗概率估計公式(4.8)和條件概率估計公式(4.9)

首先是(4.8) P(Y=ck)=i=1NI(yi=ck)NP({Y=c_k})=\frac {\sum_{i=1}^NI(y_i=c_k)} {N} ###################下面開始證明############################### P(x(j)=ajlY=ck)P(x^{(j)}=a_{jl}|Y=c_k) =1=1N(xi(j)=ajl,yi=ck)i=1NI(

Y=ck)= \frac {\sum_{1=1}^N(x_i^{(j)}=a_{jl},y_i=c_k)} {\sum_{i=1}^NI(Y=c_k)}p=P(Y=ck)p=P(Y=c_k) 相當於從樣本中獨立同分布地隨機抽取N個樣本,每個樣本的結果為yiy_i

似然概率 P(y1,y2,...,yn)P(y_1,y_2,...,y_n) =pi=1NI(yi=ck)(1p)i=1NI(yick)=p^{ \sum_{i=1}^N·I(y_i=c_k) }· (1-p)^{\sum_{i=1}^NI(y_i≠c_k)}
然後求解最大似然概率: dP(y1,y2,...,yn)dp\frac {dP(y_1,y_2,...,y_n)} {dp} =i=1NI(yi=ck)pi=1NI(yi=ck)1(1p)i=1NI(yick)= \sum_{i=1}^NI(y_i=c_k)p^{\sum_{i=1}^NI(y_i=c_k)-1}·(1-p)^{\sum_{i=1}^NI(y_i≠c_k)} i=1NI(yick)(1p)i=1NI(yick)1pi=1NI(yi=ck)-\sum_{i=1}^NI(y_i≠c_k)(1-p)^{\sum_{i=1}^NI(y_i≠c_k)-1}·p^{\sum_{i=1}^NI(y_i=c_k) }

=p[i=1NI(yi=ck)]1(1p)[i=1NI(yick)]1= p^{[\sum_{i=1}^NI(y_i=c_k)]-1}·(1-p)^{[\sum_{i=1}^NI(y_i≠c_k)]-1} [(1p)i=1NI(yi=ck)pi=1NI(yick)]=0·[(1-p)\sum_{i=1}^NI(y_i=c_k)-p\sum_{i=1}^NI(y_i≠c_k)]=0

[(1p)i=1NI(yi=ck)pi=1NI(yick)]=0∴[(1-p)\sum_{i=1}^NI(y_i=c_k)-p\sum_{i=1}^NI(y_i≠c_k)]=0 ΣiNI(yi=ck)=p(i=1NI(yi=ck)+i=1NI(yick))=pN又∵Σ_i^NI(y_i=c_k)=p(\sum_{i=1}^NI(y_i=c_k)+\sum_{i=1}^NI(y_i≠c_k))=pN