Harrison, Robert F. and Pasupa, Kitsuchart
A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination
Pattern Analysis & Applications, 13, (1), . (doi:10.1007/s10044-009-0162-1).
- Accepted Manuscript
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.
|Digital Object Identifier (DOI):
||Kernel machines, Fisher discriminant analysis, majorize-minimize algorithms, sparsity, parsimony
||Electronics & Computer Science
|1 February 2010||Published|
||14 Aug 2008 12:04
||17 Apr 2017 19:02
|Further Information:||Google Scholar|
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