A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination
Harrison, Robert F. and Pasupa, Kitsuchart (2010) A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination. Pattern Analysis & Applications, 13, (1), 15-22.
- Accepted Version
By applying recent results in optimization theory variously known as optimization transfer or majorize/minimize algorithms, an algorithm for binary, kernel, Fisher discriminant analysis is introduced that makes use of a non-smooth penalty on the coefficients to provide a parsimonious solution. The problem is converted into a smooth optimization that can be solved iteratively with no greater overhead than iteratively re-weighted least-squares. The result is simple, easily programmed and is shown to perform, in terms of both accuracy and parsimony, as well as or better than a number of leading machine learning algorithms on two well-studied and substantial benchmarks.
|Keywords:||Kernel machines, Fisher discriminant analysis, majorize-minimize algorithms, sparsity, parsimony|
|Divisions:||Faculty of Physical and Applied Science > Electronics and Computer Science
|Date Deposited:||14 Aug 2008 12:04|
|Last Modified:||24 Aug 2012 03:16|
|Contributors:||Harrison, Robert F. (Author)
Pasupa, Kitsuchart (Author)
|Date:||1 February 2010|
|Further Information:||Google Scholar|
|ISI Citation Count:||3|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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