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enter image description hereI have a textbook problem which I'm not quite sure how to solve:

Suppose that you observe $(x_1,y_1),...(x_{100}, y_{100})$, which you assume to be i.i.d. copies of a random pair $(x, y)$ taking values in $\mathbb{R}^2 \times \{1,2\}$. Further, suppose that you observe $x$, and you would like to predict $y$. The data looks like the following: enter image description here Given that the data is rotationally symmetric and $\operatorname{Pr}(y=1)=\tfrac{1}{2}$, and

$$ \big[\|x\|^2\mid y=1\big] \sim \text{Exp}(\tfrac{1}{2}) \qquad\text{and}\qquad \big[\|x\|^2\mid y=2\big] \sim \text{Unif}([9,16])$$

What is the optimal classification rule among all rules that are functions of $\|x\|^2$?

Also, how do I show that the expected cost of this classification rule is equal to $\frac{1}{2}(e^{-9/2}-e^{-8})$? The misclassification costs are equal to $c_1=c_2=1$.

So, in the textbook i'm using, the expected cost of misclassification is defined as:

Suppose we use the classification rule $g:\mathbb{R}^p\rightarrow \{1,2\}$, that assigns to group $1$ when $x \in R_1$ adnto group $2$ when $x\in R_2$. The expected cost of misclassification associated to the rule $g$ is $$\mathbb{E}[\text{cost}(Y,g(X))]=c_2\mathbb{P}(x\in R_1 | Y=2)\pi_2+c_1\mathbb{P}(x\in R_2 | Y=1)\pi_1$$ Where $\pi_1=\mathbb{P}(Y=1|x)$ and $\pi_2=\mathbb{P}(Y=2|x)$

My attempt: We have that

$$\begin{aligned} R_1:&=\{x: \int_{|X|^2|Y=1}(x|y=1)dx\gt \int_{|X|^2=2}(x|y=2)dx\} \\ &=\{x: \tfrac{1}{7} \gt \tfrac{1}{2}e^{\frac{1}{2}x}\} \\ &=\{x: \log(\tfrac{49}{4})\lt x\} \\ R_2:&=\{x: \log(\tfrac{49}{4}) \gt x\} \end{aligned}$$

So,

$$ \mathbb{E}[\text{cost}(y, g(x))] =\tfrac{1}{2}\int_{R_1}\int_{|X|^2|Y=2}(x)dx+\tfrac{1}{2}\int^{R_2}\int_{|X|^2|Y=1}(x)dx $$

The second integrand is equal to $0$, and the first integrand is equal to:

$$ \tfrac{1}{2}\int^{16}_9\frac{e^{-\frac{1}{2}x}}{2}dx =\tfrac{1}{2}[e^{-\frac{-1}{2}x}]^{16}_9=\frac{e^{\frac{9}{2}}-e^8}{2} $$

Would this be correct?

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  • $\begingroup$ From which book is this problem from btw? $\endgroup$ – Hyperplane Feb 5 at 11:22
  • $\begingroup$ Also, you should always make sure questions on MSE are self-contained, there are details missing here that were present in the other question you posed. E.g. rotationally symmetric around the origin instead of just rotationally symmetric or definition of the cost function $\endgroup$ – Hyperplane Feb 5 at 11:23
  • $\begingroup$ The integrals are kind of unreadable. Please fix the notation. $\endgroup$ – Hyperplane Feb 5 at 16:47
  • $\begingroup$ Finally: Does the book specifically say that we are looking for functions of the squared norm? Or just of the norm? This makes a difference in the integrals. $\endgroup$ – Hyperplane Feb 5 at 16:53
  • $\begingroup$ @Hyperplane newer version of Applied multivariate statistical analysis by Richard A. Johnson; Dean W. Wichern c2007. Also, I will add the whole question as a screenshot. Fixed the integrals! You're right, I will ad some more stuff now. $\endgroup$ – user634512 Feb 5 at 17:12
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Your $R_1$ and $R_2$ are definitely not correct, and there are overall a lot of problems with your attempt:

  1. $\{x: \tfrac{1}{7} \gt \tfrac{1}{2}e^{\frac{1}{2}x}\}$ and $\{x: \log(\tfrac{49}{4})\lt x\}$ are nonsensical statements since $x\in\mathbb R^2$. You probably mean $\|x\|$ instead?
  2. In this case, the statement $\{x: \tfrac{1}{7} \gt \tfrac{1}{2}e^{\frac{1}{2}\|x\|}\}=\{x: \log(\tfrac{49}{4})\lt \|x\|\}$ is also wrong, you miscalculated there. This should be obvious though, since $\log(49/4)\approx 2.5$, but the decision boundaries should quite obviously be at $\|x\|=3$ and $\|x\|=4$.
  3. The statement $\mathbb{E}[\text{cost}(y, g(x))] =\tfrac{1}{2}\int_{R_1}\int_{|X|^2|Y=2}(x)dx+\tfrac{1}{2}\int^{R_2}\int_{|X|^2|Y=1}(x)dx$ does not make any sense semantically. What are you integrating? What are you integrating over?
  4. How do you get from $\tfrac{1}{2}\int_{R_1}\int_{|X|^2|Y=2}(x)dx$ to $\tfrac{1}{2}\int^{16}_9\frac{e^{-\frac{1}{2}x}}{2}dx$ ?? Where did the $\log(\tfrac{49}{4})$ go??
  5. While in the very end, you somehow get the right numbers, it is not clear what your argument is for your choice of $R_1$ and $R_2$ being optimal, and that no cost below $\tfrac{1}{2}(e^{\frac{9}{2}}-e^8)$ is achievable.

I would recommend the following:

  1. Try to write everything down in a clean fashion
  2. The problem is rotationally symmetric $\leadsto$ express $x$ in polar coordinates
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  • $\begingroup$ thank you, appreciate it!! $\endgroup$ – user634512 Feb 11 at 11:01

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