Generative model

Model for generating observable data in probability and statistics

In statistical classification, two main approaches are called the generative approach and the discriminative approach. These compute classifiers by different approaches, differing in the degree of statistical modelling. Terminology is inconsistent, but three major types can be distinguished, following Jebara (2004):A generative model is a statistical model of the joint probability distribution on a given observable variable X and target variable Y; A generative model can be used to "generate" random instances (outcomes) of an observation x. A discriminative model is a model of the conditional probability of the target Y, given an observation x. It can be used to "discriminate" the value of the target variable Y, given an observation x. Classifiers computed without using a probability model are also referred to loosely as "discriminative".

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