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A simple iterative algorithm for parsimonious binary kernel Fisher discrimination

delete2009-06-30
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R
Robert F. Harrison *
K
Kitsuchart Pasupa
DOI:10.1007/s10044-009-0162-1delete
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Abstract

Abstract

En 中文
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.
Keywords:
Kernel machines
Fisher discriminant analysis
Majorise-minimise algorithms
Sparsity
Parsimony
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Journal

Pattern Analysis and Applications cover
Pattern Analysis and Applications
IF:
2
Papers:
2.0K
Citations:
1.9K

Organization

U
University of Sheffield
Scholars:
3.0W
Papers: 2.9W
Citations: 3.9W
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