README.md

Naive_Bayes_Classifier

Naïve bayes classifier is a probabilistic Generative Model that Learns likelihood and prior probabilities then calculate the classes condition probability ​

$$ p(c_1|x) = \frac{p(x|c_1)p(c_1)}{p(x)} $$ Defining the likelihood of the data as the probability of observing the data under the assumptions:​

1. Gaussian distribution for class-conditional densities​

2. Shared covariance matrix for all classes (so that the posterior probability would be a linear function of the input data)​

3. Input data points independence (so that the likelihood function would be the product of the joint probabilities of the input data and their given classes)

$$ P(X) = \Pi \pi P(X|C_1) \Pi (1-\pi) P(X|C_2) $$

$$ P(C_1|X)=\sigma (XW_1+W_0) $$

$$ W_1 = \frac{1}{2}(\Sigma_1^{-1}\mu_1-\Sigma_2^{-1}\mu_2) $$

$$ W_0=-\frac{1}{2}\mu_1^T\Sigma_1^{-1}\mu_1+\frac{1}{2}\mu_2^T\Sigma_2^{-1}\mu_2+ \log(\frac{P(C_1)}{P(C_2)}) $$ If shared covariance matrix assumption is relaxed, so that the quadratic terms of the input data won't cancel each other according to pattern recognition book by Christopher bishop page 199. $$ P(C_1|X)=\sigma(X^TW_2X+XW_1+W_0) $$

$$ W_2=\frac{1}{2}(\Sigma_2^{-1}-\Sigma_1^{-1}) $$

$$ W_1=\frac{1}{2}(\Sigma_1^{-1}\mu_1-\Sigma_2^{-1}\mu_2) $$

$$ W_0=-\frac{1}{2}\mu_1^T\Sigma_1^{-1}\mu_1+\frac{1}{2}\mu_2^T\Sigma_2^{-1}\mu_2+\frac{1}{2}\log(\frac{|\Sigma_2|}{|\Sigma_1|}) + \log(\frac{P(C_1)}{P(C_2)}) $$

the Data

The used data is the Credit Card Approvals The correlation matrix of the data features shows that there is a high correlation between Married and Bank Customer​

Features, so I discarded the Married -since it has lower correlation with the approval outcome- so that the 3rd ​assumption becomes valid​

The Results

the class conditional probabilities for both classes and the decision boundary for the shared covariance solution

the class conditional probabilities for both classes and the decision boundary for the separate covariance solution