PREDICTIVE ANALYTICS with MATLAB. ENSAMBLE METHODS and DISCRIMINANT ANAYSIS by J. Smith

PREDICTIVE ANALYTICS with MATLAB. ENSAMBLE METHODS and DISCRIMINANT ANAYSIS by J. Smith

Author:J. Smith [Smith, J.]
Language: eng
Format: azw3
Publisher: UNKNOWN
Published: 2017-04-27T04:00:00+00:00


6.4 How the predict Method Classifies

predict uses three quantities to classify observations: posterior probability, prior probability, and cost.

predict classifies so as to minimize the expected classification cost:

where

The space of X values divides into regions where a classification Y is a particular value. The regions are separated by straight lines for linear discriminant analysis, and by conic sections (ellipses, hyperbolas, or parabolas) for quadratic discriminant analysis.

6.4.1 Posterior Probability



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