Gaussian Discriminant Analysis

Creator
Creator
Seonglae Cho
Created
Created
2023 Mar 30 1:19
Editor
Edited
Edited
2023 May 18 1:23

GDA

GDA is commonly used for data classification when the data can be approximated with a normal distribution
object is to predict posterior density by the Bayes Theorem
phi ϕ\phi is parameter for prior
  • class prior is Bernoulli
  • class conditional distribution is Normal
estimate mean, covariance becuz continuous
P(yx)=P(xy)Pprior(y)ΣgYP(xg)Pprior(g)P(y|x)=P(x|y)Pprior(y)Σg∈YP(x|g)Pprior(g)
special case of MoG
 
 
 
 
 

Recommendations