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Bayesian Classification: Why?

• A statistical classifier: performs probabilistic prediction, i.e., predicts class membership probabilities
• Foundation: Based on Bayes’ Theorem.
• Performance: A simple Bayesian classifier, naïve Bayesian classifier, has comparable performance with decision tree and selected neural network classifiers
• Incremental: Each training example can incrementally increase/decrease the probability that a hypothesis is correct — prior knowledge can be combined with observed data
• Standard: Even when Bayesian methods are computationally intractable, they can provide a standard of optimal decision making against which other methods can be measured