11 Jul 2020, Samuel Hinton

# Naive Bayes - Introduction, Assumptions, and Pitfalls

### A beginners introduction to Naive Bayes in python.

Naive Bayes is a simple, extraordinarily fast, and incredibly useful categorical classification tool. The underlying crux of Naive Bayes is that we assume feature independence, plug it into Bayes theorem, and the math that falls out is incredibly simple.

## The background math

$P(Y|X) = \frac{P(X|Y)P(Y)}{P(X)}$

On the left hand side, we have the posterior: the probability of the output given the input. On the right, we have a few terms:

• $P(X|Y)$ - the likelihood - the probability of getting an input, given the output.
• $P(Y)$ - the prior - the probability of getting the output in general.
• $P(X)$ - the evidence - which is the probability of getting some input.

For those coming from a model fitting side, you’ve probably seen this formulated using $\theta$ as the input pararameters and $x$ as the data, trying to calculate the posterior $P(\theta|x)$. The math is the same here, our usage of things like the prior and evidence just change slightly.

What should be jumping out is that all of these terms are very easy to calculate from the data. Before we jump into an example, let me first complicate things a bit by pointing out that $X$ is not just one feature. $X$ is all our features combined. Naive Bayes is used a lot in Natural Language Processing (NLP), so lets make a dummy example to classify spam. Let us have only two features:

1. $X_1$ is whether or not the email contains our name
2. $X_2$ is whether or not the email contains the word “win”
3. $Y$ is if the email is spam.

What we are really wanting to do is predict

$P(Y|X_1, X_2) = \frac{P(X_1, X_2 | Y) P(Y)}{P(X_1, X_2)}$

This is where the assumption of conditional independence comes into play, because if we assume the features are independent, we can split up our joint probability $P(X_1, X_2)$ into $P(X_1)P(X_2)$, and the above posterior becomes:

$P(Y|X_1, X_2) = \frac{P(X_1| Y)\ P( X_2 | Y)\ P(Y)}{P(X_1)\ P(X_2)}$

Lets now make up 5 emails:

import pandas as pd

emails = [
"Hey Sam, I hope everyone's keep up!",
"Dear Sir/Madam. I hope this email finds you well...",
"Hi Sam, any updates on our clients win?",
"Weekly article curation list from someone I want"
]
spam = [False, True, False, True, False]

# And turn this into a dataset
df = pd.DataFrame(dict(content=emails, spam=spam))
df["has_name"] = df.content.str.lower().str.contains("sam")
df["has_win"] = df.content.str.lower().str.contains("win")
df

content spam has_name has_win
0 Hey Sam, I hope everyone's keep up! False True False
1 Dear Sir/Madam. I hope this email finds you we... True False False
2 Hi Sam, any updates on our clients win? False True True
3 WHAT AN OFFER! CLICK HERE TO WIN BIG! True False True
4 Weekly article curation list from someone I want False False False

Note this is not how you’d do tokenisation, I’m just keeping the example simple. But lets have a look at our Naive Bayes math now. To recap, we want to determine the terms in this:

$P(Y|X_1, X_2) = \frac{P(X_1| Y)\ P( X_2 | Y)\ P(Y)}{P(X_1)\ P(X_2)}$

Or to condense the notation down, if we have $N$ features:

$P(Y|X) = \frac{P(Y) \prod_i^N P(X_i|Y)}{P(X)}$

The way we’d go through and classify the emails by hand, is for each email we’d have $X_1$ is either 0 or 1, same for $X_2$ (depending on that email). To take the first email: “Hey Sam, I hope everyone’s following so far!”, if we wanted to calculate $P(X|Y=1)$, we’d have:

• $P(X_1=1)$ - the fraction of entries that have my name. $P(X_1=1) = 1/5$.
• $P(X_2=0)$ - the fraction of entries that lack the word win: $P(X_2=0) = 3/5$.
• $P(Y=1)$ - the fraction of spam in general: $2/5$.
• $P(X_1=1|Y=1)$ - the fraction of spam emails which have my name: $0/2$.
• $P(X_2=0|Y=1)$ - the fraction of spam which don’t have win: $1/2$.
$P(Y=1|X) = \frac{0.4 \times 0.0 \times 0.5}{0.2 \times 0.6} = 0.0$

And yes, there is a slight issue here - we have a probability of zero that will turn everything to zero when we multiply it out, removing potentially useful information from other features! This is a pitfall to Naive Bayes, but is easily fixed. We generally implement something called Laplace Smoothing (a specific case of Lidstone smoothing), which is use here to ensure we don’t get a zero probability.

The way it works is instead of just taking the fraction, we add small amount to the denominator and numerator:

$P(X_1=1|Y=1) = \frac{0 + 1}{2 + 2} = \frac{1}{4}$

Here I add 1 to the numerator and 2 to the denominator. The choice here is not locked in stone. It is also common to add a number much smaller than one to the numerator, and a larger number representative of the number of classes you have to the denominator. The choice is part of the regularisation of the model, just make sure you cant get probabilities greater than one. But once we do this smoothing, we ruin our probabilities as they aren’t normalised, and so we now need to compute both spam and not spam, and compare them (instead of just checking if the probability of spam is above or below 0.5).

If we are now checking both $P(Y=1|X)$ and $P(Y=0|X)$, then we can also not bother computing the $P(X)$ terms, because they are the same for both calculations.

## Slow Python Implementation

Lets write some super basic code to try and classify our emails:

import numpy as np

def frac(x):
# Get smoothed fraction of array thats true
return (x.sum() + 1) / (x.size + 2)

def conditional(x_vec, x_val, y_vec, y_val):
# Compute P(x_vec = x_val | y_vec = y_val)
return frac(x_vec[y_vec == y_val] == x_val)

def classify_outcome(X, Y, y):
# Get unnormalised prob for outcome y using X and Y
probs = []
for index, row in X.iterrows():
# P(Y=y) term
prob = (y == Y).astype(float).mean()
# For everying X_i we have
for i, x in enumerate(row):
X_vec = X.iloc[:, i]
# P(X_i = x | Y = y) term
prob *= conditional(X_vec, x, Y, y)
probs.append(prob)
return np.array(probs)

def classify_emails(X, Y):
# Inefficient row by row calculation to illustrate
prob_spam = classify_outcome(X, Y, 1)
prob_not_spam = classify_outcome(X, Y, 0)
return prob_spam > prob_not_spam

df["prediction"] = classify_emails(df[["has_name", "has_win"]], df.spam)
df

content spam has_name has_win prediction
0 Hey Sam, I hope everyone's keep up! False True False False
1 Dear Sir/Madam. I hope this email finds you we... True False False True
2 Hi Sam, any updates on our clients win? False True True False
3 WHAT AN OFFER! CLICK HERE TO WIN BIG! True False True True
4 Weekly article curation list from someone I want False False False True

So our predictions have found 3 spam emails, 2 of which are correct, and the one without my name in it from a mailing list has be flagged as well. We could play around with the amount of smoothing, and if you set it to zero you’ll see that only one email gets flagged as spam.

Lets now graduate from bad explantory code, to using scikit-learn.

## Scikit-Learn Code

from sklearn.naive_bayes import BernoulliNB

X, Y = df[["has_name", "has_win"]], df.spam

nb = BernoulliNB()
nb.fit(X, Y)
predictions = nb.predict(X)

df["BernoulliNB_pred"] = predictions
df

content spam has_name has_win prediction BernoulliNB_pred
0 Hey Sam, I hope everyone's keep up! False True False False False
1 Dear Sir/Madam. I hope this email finds you we... True False False True True
2 Hi Sam, any updates on our clients win? False True True False False
3 WHAT AN OFFER! CLICK HERE TO WIN BIG! True False True True True
4 Weekly article curation list from someone I want False False False True True

Exactly what we got! You might have noticed the Bernoulli part above. There are different implementations of Naive Bayes, depending on the distribution of the data. Because all our features are 0 or 1, True or False (aka Bernoulli), we use the Bernoulli implementation. You can see the other implementations here, including an example on the standard IRIS dataset. You can control how much smoothing is done using the alpha parameter when you create the fitter.

## When to use Naive Bayes

Now that you can see how easy it is to imlpement a Naive Bayes model, lets pause and just outline use cases, assumptions, and pitfalls so you know when you should and when you shouldn’t use the technique.

• Naive Baues is fast. It is a great tool to get off the ground.
• It does not handle correlated features well, due to the assumption of independence.
• It doesn’t need much data to train, so great for small datasets.
• It can be misled easily by irrelevant features.
• If you have a lot of data, logistic regression may be a better choice

## How to improve our spam classifier

Obviously this write up is just providing an easy to understand example. If we wanted to take it more seriously we could:

• Include more words and determine a way to rank their importance
• Removing filler words (the, this, a, it, I, etc)
• Use lemmatization to group words (work, working, worked)
• Using n-grams to find multi-word matches.
• Include information from sender, time, location, etc
• Get a ton more data!

## Summary

Naive Bayes is a super faster, super simple classifier, that will work wonders even when you don’t have much data. Its a great model for getting something off the ground, and you might be surprised at how well it performs.

If theres one thing in general to take away from this, its Bayes theorem. I’ll put it big down below to drum it home!

Here’s the full code for convenience:

from sklearn.naive_bayes import BernoulliNB
import numpy as np
import pandas as pd

emails = [
"Hey Sam, I hope everyone's keep up!",
"Dear Sir/Madam. I hope this email finds you well...",
"Hi Sam, any updates on our clients win?",
"Weekly article curation list from someone I want"
]
spam = [False, True, False, True, False]

# And turn this into a dataset
df = pd.DataFrame(dict(content=emails, spam=spam))
df["has_name"] = df.content.str.lower().str.contains("sam")
df["has_win"] = df.content.str.lower().str.contains("win")
df

def frac(x):
# Get smoothed fraction of array thats true
return (x.sum() + 1) / (x.size + 2)

def conditional(x_vec, x_val, y_vec, y_val):
# Compute P(x_vec = x_val | y_vec = y_val)
return frac(x_vec[y_vec == y_val] == x_val)

def classify_outcome(X, Y, y):
# Get unnormalised prob for outcome y using X and Y
probs = []
for index, row in X.iterrows():
# P(Y=y) term
prob = (y == Y).astype(float).mean()
# For everying X_i we have
for i, x in enumerate(row):
X_vec = X.iloc[:, i]
# P(X_i = x | Y = y) term
prob *= conditional(X_vec, x, Y, y)
probs.append(prob)
return np.array(probs)

def classify_emails(X, Y):
# Inefficient row by row calculation to illustrate
prob_spam = classify_outcome(X, Y, 1)
prob_not_spam = classify_outcome(X, Y, 0)
return prob_spam > prob_not_spam

df["prediction"] = classify_emails(df[["has_name", "has_win"]], df.spam)
df

X, Y = df[["has_name", "has_win"]], df.spam

nb = BernoulliNB()
nb.fit(X, Y)
predictions = nb.predict(X)

df["BernoulliNB_pred"] = predictions
df