Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 3 28K a Solution Created 2026-09-24 Updated 2026-09-25
Let be the multivariate normal density of . Under zero-one loss, the Bayes classifier chooses the class with the larger posterior probability. ThusEquivalently, it chooses class one when the log posterior oddsis nonnegative. The decision boundary is .
If , the terms cancel, leavingan affine function. This is the linear boundary of linear discriminant analysis. If , the quadratic part iswhich is nonzero, so the boundary is a possibly degenerate quadratic hypersurface, as in quadratic discriminant analysis. This is the Gaussian Bayes classifier.