Mathematical Statistics. Lecture 13. Intro to Machine Learning: Naive Bayes

In Lecture 13 we introduce the Naive Bayes method of classification used in Machine Learning applications Timeline: 00:00 Introduction 02:42 Conditional probability 06:17 Bayes rule 21:30 Independence of events 24:23 The idea of Naive Bayes 33:47 Estimation of probabilities 36:46 Example with one feature 48:15 Chain Rule 56:34 Independency assumption in Naive Bayes 59:00 Example with three features 1:11:46 Types of Naive Bayes 1:14:07 Conclusion The course “Mathematical Statistics“ for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022