Machine Learning (Chapter 6): Statistical Decision Theory - Classification

Machine Learning: Chapter 6 - Statistical Decision Theory: Classification Introduction Statistical decision theory forms the backbone of many machine learning techniques, especially in the domain of classification. Classification is a fundamental problem in machine learning, where the goal is to assign a label to a given input based on its features. In this article, we will delve into the mathematical foundation of classification using statistical decision theory, explore key concepts, and provide Python code to illustrate these ideas. 1. The Basics of Classification Classification is the task of predicting a discrete label y y y (such as a class) given an input vector x \mathbf{x} x . The input vector x \mathbf{x} x represents the features of the data, and y y y is the class label. In the context of statistical decision theory, we aim to find a decision rule that minimizes the probability of misclassification. 2. Probability Distributions in Classification In statistical deci...