Idea:
building model from the observation
P(x|c) - giving class c, guess the data point x.
Pros:
get the underlying idea of what the class is built on
Cons:
1. very expensive, lots of parameter
2. needs lots of data
Discriminative model (e.g. SVM)
Idea:
differentiate different classes
P(c|x) - giving data point x, guess the class c.
easy to model
Cons:
to classify but not to generate the data/observation back
Example:
Let a child go to the zoo to see elephant,
when he is back, giving a set of horse and elephant, if he can differentiate elephant from horse only, what he learnt is the discriminative model.
But if he can draw the elephant, what he learnt is the generative model.
Resource from: http://www.youtube.com/watch?v=OWJ8xVGRyFA&noredirect=1