classification

classification

1. linear regression

2. loss function

3. Bayesian classification rule

4. Discriminant analysis

5. Fisher linear discriminant analysis (LDA)

6. logistic regression

7. probit regression

8. terms

   • prediction rule-classifier
   • The Bayes Rule argmax
     • beta hat transpose times x0
   • X data matrix
     • N*(p+1)
   • Y indicator response matrix
     • N*K
   • B hat
     • (p+1)*k
   • decision boundary
     • k=2
       • x transpose times beta hat