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Miss Classification Rate

The misclassification rate is the probability of a data point being classified into the wrong class.

Minimizing the misclassification rate involves assigning each point to the class for which the posterior probability is highest.

For the two-class case, the misclassification rate is given by:

where R1​ is the region of input space assigned to class C1​ and R2​ is the region assigned to class C2​.

To minimize this, we should assign each value of x to the class for which p(x,Ck​) is smaller. Since p(x,Ck​)=p(Ck​∣x)p(x), and the factor p(x) is common to both terms, we can minimize the misclassification rate by assigning each value of x to the class for which the posterior probability p(Ck​∣x) is largest.

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