Generative v.s. Discriminative Models

What's Generative or Discriminative model?

Let's say you have input data x and you want to classify the data into labels y. A generative model learns the joint probability distribution p(x,y)p(x,y) and a discriminative model learns the conditional probability distribution p(yx)p(y|x) - which you should read as "the probability of yy given xx".

Generative algorithms model p(x,y), which can be tranformed into p(y|x) by applying Bayes rule and then used for classification.

The overall gist is that discriminative models generally outperform generative models in classification tasks.

A generative algorithm models how the data was generated in order to categorize a signal. It asks the question: based on my generation assumptions, which category is most likely to generate this signal? A discriminative algorithm does not care about how the data was generated, it simply categorizes a given signal.

Give examples on Generative and Discriminative model

Generative: Gaussian Naive Bayes

Discriminative: Logistic regression

[1] https://stackoverflow.com/questions/879432/what-is-the-difference-between-a-generative-and-discriminative-algorithm

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