By Trevor Hastie et al.
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Additional resources for The elements of statistical learning Data mining, inference, and prediction
5. 3. 2). and again it suffices to minimize EPE pointwise: K ˆ G(x) = argming∈G L(Gk , g)Pr(Gk |X = x). 22) ˆ G(X) = Gk if Pr(Gk |X = x) = max Pr(g|X = x). 23) or simply g∈G This reasonable solution is known as the Bayes classifier, and says that we classify to the most probable class, using the conditional (discrete) distribution Pr(G|X).
The elements of statistical learning Data mining, inference, and prediction by Trevor Hastie et al.