In statistical classification, the Bayes classifier is the classifier having the smallest probability of misclassification of all classifiers using the same set of features.
is the class label of an element whose features are given by
Assume that the conditional distribution of X, given that the label Y takes the value r is given by
" means "is distributed as", and where
denotes a probability distribution.
A classifier is a rule that assigns to an observation X=x a guess or estimate of what the unobserved label Y=r actually was.
In theoretical terms, a classifier is a measurable function
, with the interpretation that C classifies the point x to the class C(x).
The probability of misclassification, or risk, of a classifier C is defined as
The Bayes classifier is
{\displaystyle C^{\text{Bayes}}(x)={\underset {r\in \{1,2,\dots ,K\}}{\operatorname {argmax} }}\operatorname {P} (Y=r\mid X=x).}
In practice, as in most of statistics, the difficulties and subtleties are associated with modeling the probability distributions effectively—in this case,
The Bayes classifier is a useful benchmark in statistical classification.
The excess risk of a general classifier
(possibly depending on some training data) is defined as
Thus this non-negative quantity is important for assessing the performance of different classification techniques.
A classifier is said to be consistent if the excess risk converges to zero as the size of the training data set tends to infinity.
to be mutually independent, we get the naive Bayes classifier, where
Proof that the Bayes classifier is optimal and Bayes error rate is minimal proceeds as follows.
Define the variables: Risk
, Bayes risk
, all possible classes to which the points can be classified
Let the posterior probability of a point belonging to class 1 be
Define the classifier
Then we have the following results: Proof of (a): For any classifier
where the second line was derived through Fubini's theorem Notice that
is minimised by taking
Therefore the minimum possible risk is the Bayes risk,
The general case that the Bayes classifier minimises classification error when each element can belong to either of n categories proceeds by towering expectations as follows.
This is minimised by simultaneously minimizing all the terms of the expectation using the classifier