Discriminative versus generative models

Discriminative models learn P(Y|X), which is the conditional relationship between the target variable Y and features X. This is how least squares regression works, and it is the kind of inference pattern that gets used. It is an approach to sort out the relationship among variables.

Generative models aim for a complete probabilistic description of the dataset. With generative models, the goal is to develop the joint probability distribution P(X, Y), either directly or by computing P(Y | X) and P(X) and then inferring the conditional probabilities required to classify newer data. This method requires more solid probabilistic thought than regression demands, but it provides a complete model of the probabilistic ...

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