Ch' 4' Nonparameteric Techniques

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Ch. 4. Nonparameteric Techniques
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Nonparametric Density Estimation

• In the previous two lectures we have assumed that
  either
• The likelihoods p(x?i) were known (Likelihood
  Ratio Test)
• Or at least the parametric form of the
  likelihoods were known (Parameter Estimation)
• The methods that will be presented in this
  chapter do not afford such luxuries
• Instead, they attempt to estimate the density
  directly from the data without making any
  parametric assumptions about the underlying
  distribution

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Histogram The simplest form of non-parametric
density estimation

• Divide the sample space into a number of bins and
  approximate the density at the center of each bin
  by the fraction of points in the training data
  that fall into the corresponding bin
• Drawbacks
• The final shape of the density estimate depends
  on the starting position of the bins
• The discontinuities of the estimate are not due
  to the underlying density, they are only an
  artifact of the chosen bin locations
• Curse of dimensionality, since the number of bins
  grows exponentially with the number of dimensions
• Histogram is unsuitable for most practical
  applications except for rapid visualization of
  results in one or two dimensions

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Histogram and Curse of Dimensionality
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Nonparametric Density Estimation
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Nonparametric Density Estimation
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Nonparametric Density Estimation
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Nonparametric Density Estimation
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Nonparametric Density Estimation
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Method for Estimating Densities
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Parzen Windows
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Parzen Windows
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Parzen Windows
As hn approaches 0, dn(x-xkc) approaches Dirac
delta function
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Window (Kernel) Functions

• Gaussian
• Triangular
• Rectangular

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Parzen Window Example
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Parzen Window Estimation Example
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Choice of Window Width

• The problem of choosing the window width is
  crucial in density estimation
• A large window width will over-smooth the density
  and mask the structure in the data
• A small window width will yield a density
  estimate that is spiky and very hard to interpret

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Choice of Window Width
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Parzen Window Estimation

• Unimodal Gaussian
• 100 data points were drawn the true density
  (left), the estimates using h1.06sN-1/5 (right)

• Bimodal Gaussian
• 100 data points were drawn the true density
  (left), the estimates using h1.06sN-1/5 (right)

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Parzen Window Estimation Example
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Parzen Window Estimation 1D Gaussian
For n??, estimates are the same as the true
distribution, regardless of window width
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Parzen Window Estimation 2D Gaussian
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Parzen Window Estimation 1D bimodal distribution
For n??, estimates are the same as the true
distribution, regardless of window width
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Classification Based on Parzen Window Estimation
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Classification Based on Parzen Window Estimation
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Exercise