Naive Bayesian. Introduction. What is Naive Bayes algorithm? Algorithm

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1 Naive Bayesian Introduction You are working on a classification problem and you have generated your set of hypothesis, created features and discussed the importance of variables. Within an hour, stakeholders want to see the first cut of the model. What will you do? You have hundreds of thousands of data points and quite a few variables in your training data set. In such situation, if I were at your place, I would have used Naive Bayes, which can be extremely fast relative to other classification algorithms. It works on Bayes theorem of probability to predict the class of unknown data set. In this article, I ll explain the basics of this algorithm, so that next time when you come across large data sets, you can bring this algorithm to action. The Naive Bayesian classifier is based on Bayes theorem with independence assumptions between predictors. A Naive Bayesian model is easy to build, with no complicated iterative parameter estimation which makes it particularly useful for very large datasets. Despite its simplicity, the Naive Bayesian classifier often does surprisingly well and is widely used because it often outperforms more sophisticated classification methods. What is Naive Bayes algorithm? It is a classification technique based on Bayes Theorem with an assumption of independence among predictors. In simple terms, a Naive Bayes classifier assumes that the presence of a particular feature in a class is unrelated to the presence of any other feature. For example, a fruit may be considered to be an apple if it is red, round, and about 3 inches in diameter. Even if these features depend on each other or upon the existence of the other features, all of these properties independently contribute to the probability that this fruit is an apple and that is why it is known as Naive. Naive Bayes model is easy to build and particularly useful for very large data sets. Along with simplicity, Naive Bayes is known to outperform even highly sophisticated classification methods. Algorithm Bayes theorem provides a way of calculating the posterior probability, P(c x), from P(c), P(x), and P(x c). Naive Bayes classifier assume that the effect of the value of a predictor (x) on a given class (c) is independent of the values of other predictors. This assumption is called class conditional independence.

2 P(c x) is the posterior probability of class (target) given predictor (attribute). P(c) is the prior probability of class. P(x c) is the likelihood which is the probability of predictor given class. P(x) is the prior probability of predictor. Applications of Naive Bayes Algorithms Real time Prediction: Naive Bayes is an eager learning classifier and it is sure fast. Thus, it could be used for making predictions in real time. Multi class Prediction: This algorithm is also well known for multi class prediction feature. Here we can predict the probability of multiple classes of target variable. Text classification/ Spam Filtering/ Sentiment Analysis: Naive Bayes classifiers mostly used in text classification (due to better result in multi class problems and independence rule) have higher success rate as compared to other algorithms. As a result, it is widely used in Spam filtering (identify spam e- mail) and Sentiment Analysis (in social media analysis, to identify positive and negative customer sentiments) Recommendation System: Naive Bayes Classifier and Collaborative Filtering together builds a Recommendation System that uses machine learning and data mining techniques to filter unseen information and predict whether a user would like a given resource or not. Example: The posterior probability can be calculated by first, constructing a frequency table for each attribute against the target. Then, transforming the frequency tables to likelihood tables and finally use the Naive Bayesian equation to calculate the posterior probability for each class. The class with the highest posterior probability is the outcome of prediction. Naive Bayes uses a similar method to predict the probability of different class based on various attributes. This algorithm is mostly used in text classification and with problems having multiple classes.

3 The zero-frequency problem Add 1 to the count for every attribute value-class combination (Laplace estimator) when an attribute value (Outlook=Overcast) doesn t occur with every class value (Play Golf=no). Numerical Predictors Numerical variables need to be transformed to their categorical counterparts (binning) before constructing their frequency tables. The other option we have is using the distribution of the numerical variable to have a good guess of the frequency. For example, one common practice is to assume normal distributions for numerical variables. The probability density function for the normal distribution is defined by two parameters (mean and standard deviation). Example: Play Golf Humidity Mean StDev yes no Predictors Contribution Kononenko's information gain as a sum of information contributed by each attribute can offer an explanation on how values of the predictors influence the class probability.

4 The contribution of predictors can also be visualized by plotting nomograms. Nomogram plots log odds ratios for each value of each predictor. Lengths of the lines correspond to spans of odds ratios, suggesting importance of the related predictor. It also shows impacts of individual values of the predictor. Exercise Open "Orange". Drag and drop "File" widget and double click to load a dataset (credit_scoring.txt). Drag and drop "Select Attributes" widget and connect it to the "File" widget. Open "Select Attributes" and set the target (class) and predictors (attributes). Drag and drop "Naive Bayes" widget and connect it to the "Select Attributes" widget. Drag and drop "Test Learners" widget and connect it to the "Naive Bayes" and the "Select Attributes" widget. Drag and drop "Confusion Matrix", "Lift Curve" and "ROC Analysis" widgets and connect it to the "Test Learners" widget. Confusion Matrix

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