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  • m-estimate of probability

    In practice, we estimate conditional probabilites  P(A|B) = n/N, where n is the number of times A and B in common, N is the number of times B in the trainning data.

    what about n are very little, even equal to 0. Or n are very large, even equal to N. What's more, sometimes the values of probablities should be smoothing.

    To avoid this, we fix the following numbers p and m beforehand:

                A nonzero prior estimate p for P(A|B);

                A number m that says how confident we are of our prior estimate p, as measured in number of samples

    so, the P(A|B) was estimated by (n + m*p)/(N+m);

    Just think of this as adding a bunch of samples to start the whole process

    If we don't have any knowledge of p, assume the attribute is uniformly distributed over all possible values. Then p = 1/m.

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  • 原文地址:https://www.cnblogs.com/jiangyoumiemie/p/3495151.html
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