Decision Theory

Table of Contents

Risk

Posterior risk:

decision_theory_173a9139d41206641f782f3cd8b823a520e90f6c.png

(Frequentist risk):

decision_theory_020b11ca15326b4d605b8fc11ae866102d7c4809.png

Bayesian risk:

decision_theory_1946e3ce997b238cd0e5c989363d368e2d65552e.png

Covariate shift

We assume that

decision_theory_2524b4a8ee48959153c8eb8643a6c6b386d251f1.png

but

decision_theory_c29dc465b4dd157318033a00ee69d4d833efb9ee.png

The difference between the two domains is called covariate shift.