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Summary Bayesian Learning

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 Bayes Theorem  MAP, ML hypotheses  MAP learners  Minimum description length principle  Bayes optimal classi er  Naive Bayes learner  Example: Learning over text data  Bayesian belief networks  Expectation Maximization algorithm

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Bayesian Learning

[Read Ch. 6]
[Suggested exercises: 6.1, 6.2, 6.6]
 Bayes Theorem
 MAP, ML hypotheses
 MAP learners
 Minimum description length principle
 Bayes optimal classi er
 Naive Bayes learner
 Example: Learning over text data
 Bayesian belief networks
 Expectation Maximization algorithm




125 lecture slides for textbook Machine Learning, T. Mitchell, McGraw Hill, 1997

, Two Roles for Bayesian Methods

Provides practical learning algorithms:
 Naive Bayes learning
 Bayesian belief network learning
 Combine prior knowledge (prior probabilities)
with observed data
 Requires prior probabilities
Provides useful conceptual framework
 Provides \gold standard" for evaluating other
learning algorithms
 Additional insight into Occam's razor




126 lecture slides for textbook Machine Learning, T. Mitchell, McGraw Hill, 1997

, Bayes Theorem


P (D
P (hjD) = P (D) jh )P (h )

 P (h) = prior probability of hypothesis h
 P (D) = prior probability of training data D
 P (hjD) = probability of h given D
 P (Djh) = probability of D given h




127 lecture slides for textbook Machine Learning, T. Mitchell, McGraw Hill, 1997

, Choosing Hypotheses


P (D
P (hjD) = P (D)jh )P (h )

Generally want the most probable hypothesis given
the training data
Maximum a posteriori hypothesis hMAP :
hMAP = arg max
h2H
P (hjD)
= arg max P (D jh )P (h )
h2H P (D)
= arg max
h2H
P (Djh)P (h)
If assume P (hi) = P (hj ) then can further simplify,
and choose the Maximum likelihood (ML)
hypothesis
hML = arg maxhi2H
P (Djhi)



128 lecture slides for textbook Machine Learning, T. Mitchell, McGraw Hill, 1997

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