feat: NB documentation

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Volodymyr Orlov
2020-12-17 19:00:11 -08:00
parent 2c892aa603
commit 5a185479a7
6 changed files with 167 additions and 10 deletions
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@@ -1,3 +1,40 @@
//! # Naive Bayes
//!
//! Naive Bayes (NB) is a simple but powerful machine learning algorithm.
//! Naive Bayes classifier is based on Bayes Theorem with an ssumption of conditional independence
//! between every pair of features given the value of the class variable.
//!
//! Bayes theorem can be written as
//!
//! \\[ P(y | X) = \frac{P(y)P(X| y)}{P(X)} \\]
//!
//! where
//!
//! * \\(X = (x_1,...x_n)\\) represents the predictors.
//! * \\(P(y | X)\\) is the probability of class _y_ given the data X
//! * \\(P(X| y)\\) is the probability of data X given the class _y_.
//! * \\(P(y)\\) is the probability of class y. This is called the prior probability of y.
//! * \\(P(y | X)\\) is the probability of the data (regardless of the class value).
//!
//! The naive conditional independence assumption let us rewrite this equation as
//!
//! \\[ P(y | x_1,...x_n) = \frac{P(y)\prod_{i=1}^nP(x_i|y)}{P(x_1,...x_n)} \\]
//!
//!
//! The denominator can be removed since \\(P(x_1,...x_n)\\) is constrant for all the entries in the dataset.
//!
//! \\[ P(y | x_1,...x_n) \propto P(y)\prod_{i=1}^nP(x_i|y) \\]
//!
//! To find class y from predictors X we use this equation
//!
//! \\[ y = \underset{y}{argmax} P(y)\prod_{i=1}^nP(x_i|y) \\]
//!
//! ## References:
//!
//! * ["Machine Learning: A Probabilistic Perspective", Kevin P. Murphy, 2012, Chapter 3 ](https://mitpress.mit.edu/books/machine-learning-1)
//!
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use crate::error::Failed;
use crate::linalg::BaseVector;
use crate::linalg::Matrix;
@@ -64,12 +101,7 @@ impl<T: RealNumber, M: Matrix<T>, D: NBDistribution<T, M>> BaseNaiveBayes<T, M,
Ok(y_hat)
}
}
mod bernoulli;
mod categorical;
mod gaussian;
mod multinomial;
pub use bernoulli::{BernoulliNB, BernoulliNBParameters};
pub use categorical::{CategoricalNB, CategoricalNBParameters};
pub use gaussian::{GaussianNB, GaussianNBParameters};
pub use multinomial::{MultinomialNB, MultinomialNBParameters};
pub mod bernoulli;
pub mod categorical;
pub mod gaussian;
pub mod multinomial;