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Bayes classifier : ウィキペディア英語版
Bayes classifier
In statistical classification the Bayes classifier minimises the probability of misclassification.
==Definition==

Suppose a pair (X,Y) takes values in \mathbb^d \times \, where Y is the class label of X. This means that the conditional distribution of ''X'', given that the label ''Y'' takes the value ''r'' is given by
:X\mid Y=r \sim P_r for r=1,2,\dots,K
where "\sim" means "is distributed as", and where P_r denotes a probability distribution.
A classifier is a rule that assigns to an observation ''X''=''x'' a guess or estimate of what the unobserved label ''Y''=''r'' actually was. In theoretical terms, a classifier is a measurable function C: \mathbb^d \to \, with the interpretation that ''C'' classifies the point ''x'' to the class ''C''(''x''). The probability of misclassification, or risk, of a classifier ''C'' is defined as
:\mathcal(C) = \operatorname\.
The Bayes classifier is
:C^\text(x) = \underset} \operatorname(Y=r \mid X=x).
In practice, as in most of statistics, the difficulties and subtleties are associated with modeling the probability distributions effectively—in this case, \operatorname(Y=r \mid X=x). The Bayes classifier is a useful benchmark in statistical classification.
The excess risk of a general classifier C (possibly depending on some training data) is defined as \mathcal(C) - \mathcal(C^\text).
Thus this non-negative quantity is important for assessing the performance of different classification techniques. A classifier is said to be consistent if the excess risk converges to zero as the size of the training data set tends to infinity.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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