{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# 2.5 课后习题" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "1、\t考虑对于一个一维的两类问题,采用下列判定规则:\n", "如果 $x>\\theta$,则判为 $\\omega_{1}$,否则判为 $\\omega_{2}$。\n", "\n", "(a)\t证明此规则下的误差概率为\n", "$$P(\\text { error })=P\\left(\\omega_{1}\\right) \\int_{-\\infty}^{\\theta} p\\left(x | \\omega_{1}\\right) d x+P\\left(\\omega_{2}\\right) \\int_{\\theta}^{\\infty} p\\left(x | \\omega_{2}\\right) d x$$\n", "(b)\t通过微分计算,证明最小化 $P(error)$ 的一个必要条件是 $\\theta$ 满足\n", "$$p\\left(\\theta | \\omega_{1}\\right) P\\left(\\omega_{1}\\right)=p\\left(\\theta | \\omega_{2}\\right) P\\left(\\omega_{2}\\right) $$\n", "(c)\t此式可以唯一确定$\\theta$ 吗?\n", "\n", "(d)\t给出一个例子,说明满足此式的一个 $\\theta$ 事实上有可能使误差概率最大化。\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "2、\t假设我们将确定的判别函数 $\\alpha(\\mathbf{x})$ 用一个随机规则替换,也即当观察$x$时所采取的行为 $\\alpha_{i}$是随机的,其概率为$P\\left(\\alpha_{i} | \\mathbf{x}\\right)$。\n", "\n", "(a)\t证明所得的风险为\n", "$$R=\\int\\left[\\sum_{i=1}^{a} R\\left(\\alpha_{i} | \\mathbf{x}\\right) P\\left(\\alpha_{i} | \\mathbf{x}\\right)\\right] p(\\mathbf{x}) d \\mathbf{x}$$\n", "(b)\t证明与最小条件风险 $R\\left(\\alpha_{i} | \\mathbf{x}\\right)$相对应的行为$\\alpha_{i}$就是选择$P\\left(\\alpha_{i} | \\mathbf{x}\\right)=1$。由此证明随机扰动最优判定规则将得不到任何好处。\n", "\n", "(c)\t我们可以从随机扰动一个“次优”的判定规则中得到好处么?请解释原因。\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "3、\t设 $\\omega_{\\max }(\\mathbf{x})$ 为类别状态,此时对所有的$i$, $i=1, \\dots, c$,有$P\\left(\\omega_{\\max } | \\mathbf{x}\\right) \\geq P\\left(\\omega_{i} | \\mathbf{x}\\right)$。\n", "\n", "(a)\t证明 $P\\left(\\omega_{\\max } | \\mathbf{x}\\right) \\geq 1 / c$。\n", "\n", "(b)\t证明对于最小误差率判定规则,平均误差概率为\n", "$$P(\\text { error })=1-\\int P\\left(\\omega_{\\max } | \\mathbf{x}\\right) p(\\mathbf{x}) d \\mathbf{x}$$\n", "(c)\t利用这两个结论证明 $P(\\text { error }) \\leq(c-1) / c$.\n", "\n", "(d)\t描述一种情况,在此情况下有 $P(\\text { error })=(c-1) / c$.\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.6.5" }, "toc": { "base_numbering": 1, "nav_menu": {}, "number_sections": true, "sideBar": true, "skip_h1_title": false, "title_cell": "Table of Contents", "title_sidebar": "Contents", "toc_cell": false, "toc_position": {}, "toc_section_display": true, "toc_window_display": false } }, "nbformat": 4, "nbformat_minor": 2 }