1. A simple iterative algorithm for parsimonious binary kernel Fisher discrimination.
- Author
-
Robert Harrison
- Subjects
- *
PARSIMONIOUS models , *ALGORITHMS , *DISCRIMINANT analysis , *SYSTEM analysis , *MATHEMATICAL optimization , *KERNEL functions , *MACHINE learning - Abstract
Abstract 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. [ABSTRACT FROM AUTHOR]
- Published
- 2010
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