I am new to java and practicing by creating a simplistic NaiveBayes classifier. I am still new to object instantiation, and wonder what to do to initialize a HashMap of Has
Yes, you need to initialize it.
class_feature_counts = new HashMap>();
When you want to add a value to class_feature_counts, you need to instantiate it too:
HashMap val = new HashMap(); // Do what you want to do with val class_feature_counts.put("myKey", val);