csci5521/assignments/hwk02/Param_Est.m

% implements Param_Est, returns the parameters for each Multivariate Gaussian
% (m1: learned mean of features for class 1, m2: learned mean of features
% for class 2, S1: learned covariance matrix for features of class 1, 
% S2: learned covariance matrix for features of class 2)
function [m1, m2, S1, S2] = Param_Est(training_data, training_labels, part)

  [num_rows, ~] = size(training_data);
  class1_data = training_data(training_labels==1,:);
  class2_data = training_data(training_labels==2,:);

  m1 = mean(class1_data);
  m2 = mean(class2_data);
  
  S1 = cov(class1_data);
  S2 = cov(class2_data);
    
  % Model 1.
  % Assume independent 𝑆1 and 𝑆2 (the discriminant function is as equation (5.17) in the textbook).
  if (strcmp(part, '1'))
    % Already calculated above so nothing to be done here

  % Model 2.
  % Assume 𝑆1 = 𝑆2. In other words, shared S between two classes
  % (the discriminant function is as equation (5.21) and (5.22) in the textbook).
  elseif (strcmp(part, '2'))
    P_C1 = length(class1_data) / num_rows;
    P_C2 = length(class2_data) / num_rows;

    S = P_C1 * S1 + P_C2 * S2;
    S1 = S;
    S2 = S;

  % Model 3.
  % Assume 𝑆1 and 𝑆2 are diagonal (the Naive Bayes model in equation (5.24)).
  elseif (strcmp(part, '3'))
    % pull diagonals into vector -> turn vector into diagonal matrix
    S1 = diag(diag(S1));
    S2 = diag(diag(S2));
  end
  
end % Function end