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A simple iterative algorithm for parsimonious binary kernel Fisher discrimination
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DOI：10.1007/s10044-009-0162-1.png)
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By applying recent results in optimisation theory variously known as optimisation transfer or majorise/minimise 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 optimisation 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.
Keyword:
Kernel machines
Fisher discriminant analysis
Majorise-minimise algorithms
Sparsity
Parsimony
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被引数:
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