Bayes Optimal Classifier
Background Marginal Distribution
Three ways to sample from P
Draw (x,y) Draw y according to its marginal distribution, then x according to the conditional distribution of x | y Draw X according to its marginal distribution, then Y according to the conditional distribution of y | x Define:
$\mu$: distribution on $X$
$\eta$: conditional distribution y|x
Classifier Normal Classifier
$h : x \rightarrow y$
$R(h) = Pr_{(x,y) \in p} (h(x) \neq y)$, where R = risk……