Linear Classification: Probabilistic Generative Models
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1 Linear Classification: Probabilistic Generative Models Sargur N. University at Buffalo, State University of New York USA 1
2 Linear Classification using Probabilistic Generative Models Topics 1. Overview (Generative vs Discriminative 2. Bayes Classifier using Logistic Sigmoid and Softmax 3. Continuous inputs Gaussian Distributed Class-conditionals Parameter Estimation 4. Discrete Features 5. Exponential Family 2
3 Overview of Methods for Classification 1. Generative Models (Two-step 1. Infer class-conditional densities p(x C k and priors p(c k 2. Use Bayes theorem to determine posterior probabilities 2. Discriminative Models (One-step Directly infer posterior probabilities p(c k x Decision Theory p(c k x = p(x C k p(c k p(x In both cases use decision theory to assign each new x to a class 3
4 Generative Model Model class conditionals p(x C k, priors p(c k Compute posteriors p(c k x from Bayes theorem Two class Case Posterior for class C 1 is p(c 1 x = p(x C 1 p(c 1 p(x C 1 p(c 1 + p(x C 2 p(c 2 Since 1 = 1+ exp( a = σ (a where a = ln p(x C p(c 1 1 p(x C 2 p(c 2 p(x = p(x,c i = p(x C i p(c i i i LLR with Bayes odds 4
5 σ(a Logistic Sigmoid Function !5 0 5 a Sigmoid: S -shaped or squashing function maps real a ε (-, + to finite (0,1 interval Note: Dotted line is scaled probit function cdf of a zero-mean unit variance Gaussian σ(a = exp( a Property :σ( a =1 σ(a σ Inverse : a = ln 1 σ If σ (a = P(C 1 x then Inverse represents ln[p(c 1 x/p(c 2 x Log ratio of probabilities called logit or log odds 5
6 Generalizations and Special Cases More than 2 classes Gaussian Distribution of x Discrete Features Exponential Family 6
7 Softmax: Generalization of logistic sigmoid For K=2 we used logistic sigmoid p(c 1 x=σ(a where 0 For K > 2, we can use its generalization p(c k x = j = p(x C k p(c k p(x C j p(c j j exp(a k exp(a j a = ln p(x C 1 p(c 1 p(x C 2 p(c 2 Quantities a k are defined by a k =ln p(x C k p(c k Known as the soft-max function Log ratio of probabilities Since it is a smoothed max function If K=2 this reduces to a sigmoid p(c 1 x=exp(a 1 / [exp(a 1 +exp (a 2 ] =1/ [1+ exp (a 2 -a 1 ] =1/ [1+ exp (lnp(x C 2 p(c 2 -ln(x C 1 p(c 1 ] =1/ [1+ p(x C 2 p(c 2 / p(x C 1 p(c 1 ] =1/ [1+ exp (-a] where a = ln p(x C 1 p(c 1 p(x C 2 p(c 2 If a k >>a j for all j k then p(c k x =1 and 0 for rest σ(a = 1 + exp( a!5 0 5 A general technique for finding max of several a k 7
8 Specific forms of class-conditionals We will next see that linear classifiers occur both in continuous and discrete cases as consequences of choosing specific forms of the class-conditional densities p(x C k Looking first at continuous input variables x Then discussing discrete inputs 8
9 Continuous Inputs: Gaussians Assume Gaussian class-conditional densities with same covariance matrix Σ 1 1 p(x C k = (2π exp 1 D/2 Σ 1/2 2 (x µ k T Σ 1 (x µ k Consider first two-class case. Substituting into And rearranging we get where p(c 1 x = σ ln p(x C p(c 1 1 p(x C 2 p(c 2 p(c 1 x = σ(w T x + w 0 w = Σ 1 (µ 1 µ 2 w 0 = 1 2 µ T Σ 1 µ µ T Σ 1 µ ln p(c 1 p(c 2 Quadratic terms in x from the exponents of the Gaussians have cancelled due to common covariance matrices The argument of the logistic sigmoid is a linear function of x
10 Two Gaussian Classes Two-dimensional input space x =(x 1,x 2 Class-conditional densities p(x C k Posterior p(c 1 x Linear Decision boundary Values are positive (need not sum to 1 A logistic sigmoid of a linear function of x Red ink proportional to p(c 1 x Blue ink to p(c 2 x=1-p(c 1 x Value 1 or 0 10
11 Continuous case with K >2 p(c k x = j = p(x C k p(c k p(x C j p(c j exp(a k j exp(a j With Gaussian class conditionals where a k (x = w k T x + w k 0 w k = Σ 1 µ k w k 0 = 1 2 µ T Σ 1 µ k k + ln p(c k Quadratic terms cancel thereby leading to linearity If we did not assume shared covariance matrix we get a quadratic discriminant 11
12 Three-class case with Gaussian models Both Linear and Quadratic Decision boundaries !0.5!1!1.5!2!2.5!2! Class-conditional Densities C 1 and C 2 have same covariance matrix Posterior Probabilities Between C 1 and C 2 boundary is linear, Others are quadratic RGB values correspond to posterior probabilities 12
13 Maximum Likelihood Solutions Once we have specified a parametric functional forms for the class-conditional densities p(x C k we can then determine the parameters together with the prior probabilities p(c k using maximum likelihood This requires a data set of observations x along with their class labels 13
14 M.L.E. for Gaussian Parameters Assuming parametric forms for p(x C k we can determine values of parameters and priors p(c k using maximum likelihood where t =(t 1,..,t N T Convenient to maximize log of likelihood 14
15 Max Likelihood for Prior and Means Estimates for prior probabilities MLE for p is Fraction of points Estimates for class means Mean of all input vectors x n assigned to class C 1 15
16 Max Likelihood for Covariance Matrix Solution for Shared Covariance Matrix Pick out terms in log-likelihood function depending on Σ Weighted average of the two separate covariance matrices 16
17 p(x C k = Discrete Features Assuming binary features With M inputs, distribution is a table of 2 M values Naive Bayes assumption: independent features Class-conditional distributions have the form M i=1 x i µ ki a k (x = ln(p(x C k p(c k M (1 µ ki 1 x i Substituting in the form needed for normalized exponential { } + ln p(c k = x i ln µ ki + (1 x i ln(1 µ ki i=1 x i {0,1} which is linear in x Similar results for discrete variables which take more than 2 values
18 Exponential Family We have seen that for both Gaussian distributed and discrete inputs, the posterior class probabilities are given by generalized linear models with logistic sigmoid (K=2 or softmax (K 2 activation functions These are particular cases of a more general result obtained by assuming that the classconditional densities p(x C k are members of the exponential family of distributions 18
19 Exponential Family Definition Class-conditionals that belong to the exponential family have the general form { } p(x λ k = h(xg(λ k exp λ k T u(x Where λ k are natural parameters of the distribution, u(x is a function of x and g (λ k is a coefficient that ensures distribution is normalized Restricting attention to the subclass of such distributions for which u(x=x and introducing a scaling parameter s we obtain the form p(x λ k,s = 1 s h(1 s xg(λ exp 1 k s λkt x Note that each class has its own parameter vector λ k but share a scale parameter
20 Exponential Family Sigmoidal form For the two-class problem Substitute expressions for the class conditional densities into a = ln p(x C p(c 1 1 and we see that the p(x C 2 p(c 2 posterior probability is given by a logistic sigmoid acting on a linear function a(x a(x = (λ 1 λ 2 T x + lng(λ 1 lng(λ 2 + ln p(c 1 ln p(c 2 For the K-class problem Substituting the class-conditional density expression into a k =ln p(x C k p(c k and we get a k (x = λ k T x + lng(λ k + ln p(c k which is again a linear function of x 20
21 Summary of probabilistic linear classifiers Defined using logistic sigmoid p(c 1 x = σ (a where a is LLR with Bayes odds soft-max functions p(c k x = exp(a k exp(a j j Continuous case with shared covariance we get linear functions of input x Discrete case with independent features also results in linear functions 21
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