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Cost-sensitive Bayes classifier (c(2∣1)π1​f1​(x)≥c(1∣2)π2​f2​(x))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Statistical decision theory Bayes classifier
2026-10-14  0 By others on same topic  0 Discussions Create my own version
With zero cost for correct classifications, assign class one when the displayed inequality holds and class two otherwise. It compares conditional expected losses; ties may be resolved arbitrarily. For positive costs and densities, the log likelihood ratio threshold is log(c(1∣2)π2​/(c(2∣1)π1​)).

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  • Minimum-integral decision region
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