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.


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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.

Item Type: Article
ISSNs: 1433-7541
Related URLs:
Keywords: Kernel machines, Fisher discriminant analysis, majorize-minimize algorithms, sparsity, parsimony
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science
ePrint ID: 266573
Date Deposited: 14 Aug 2008 12:04
Last Modified: 27 Mar 2014 20:12
Publisher: Springer London
Further Information:Google Scholar
ISI Citation Count:4
URI: http://eprints.soton.ac.uk/id/eprint/266573

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