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learning classifiers from only positive and unlabeled data: theory ...

learning classifiers from only positive and unlabeled data: theory ...

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16<br />

Theoretical foundations (Liu et al 2002)<br />

(X, Y): X - input vector, Y {1, -1} - class label.<br />

f : classification function<br />

We rewrite the probability of error<br />

Pr[f(X) Y] = Pr[f(X) = 1 <strong>and</strong> Y = -1] + (1)<br />

Pr[f(X) = -1 <strong>and</strong> Y = 1]<br />

We have Pr[f(X) = 1 <strong>and</strong> Y = -1]<br />

= Pr[f(X) = 1] – Pr[f(X) = 1 <strong>and</strong> Y = 1]<br />

= Pr[f(X) = 1] – (Pr[Y = 1] – Pr[f(X) = -1 <strong>and</strong> Y = 1]).<br />

Plug this into (1), we obtain<br />

Pr[f(X) Y] = Pr[f(X) = 1] – Pr[Y = 1] (2)<br />

+ 2Pr[f(X) = -1|Y = 1]Pr[Y = 1]

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