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), pp. 15-22. (doi:10.1007/s10044-009-0162-1).

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Description/Abstract

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
Digital Object Identifier (DOI): doi:10.1007/s10044-009-0162-1
Keywords: Kernel machines, Fisher discriminant analysis, majorize-minimize algorithms, sparsity, parsimony
Organisations: Electronics & Computer Science
ePrint ID: 266573
Date :
Date Event
1 February 2010Published
Date Deposited: 14 Aug 2008 12:04
Last Modified: 17 Apr 2017 19:02
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/266573

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