May we use MLP as an estimate of the class-conditional PDFs?

Since the output of an MLP can be seen as:

We can write:

Which is knows as scaled likelihood.

  • is unknown, but can be estimated.
  • Also estimates are more robust than estimates, because we need to estimate only one estimate instead of other PDFs ( : number of classes, ), also with the same logic if we estimate only we will have times more data.
  • Also if changes over time (let’s say it assumes the new value ) , we can just reuse the same MLP, so no re-training necessary and use the following formula: