DBSDA : Lowering the Bound of Misclassification Rate for Sparse Linear Discriminant Analysis via Model Debiasing.
IEEE Trans Neural Netw Learn Syst
; 30(3): 707-717, 2019 03.
Article
em En
| MEDLINE
| ID: mdl-30047901
ABSTRACT
Linear discriminant analysis (LDA) is a well-known technique for linear classification, feature extraction, and dimension reduction. To improve the accuracy of LDA under the high dimension low sample size (HDLSS) settings, shrunken estimators, such as Graphical Lasso, can be used to strike a balance between biases and variances. Although the estimator with induced sparsity obtains a faster convergence rate, however, the introduced bias may also degrade the performance. In this paper, we theoretically analyze how the sparsity and the convergence rate of the precision matrix (also known as inverse covariance matrix) estimator would affect the classification accuracy by proposing an analytic model on the upper bound of an LDA misclassification rate. Guided by the model, we propose a novel classifier, DBSDA , which improves classification accuracy through debiasing. Theoretical analysis shows that DBSDA possesses a reduced upper bound of misclassification rate and better asymptotic properties than sparse LDA (SDA). We conduct experiments on both synthetic datasets and real application datasets to confirm the correctness of our theoretical analysis and demonstrate the superiority of DBSDA over LDA, SDA, and other downstream competitors under HDLSS settings.
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Tipo de estudo:
Prognostic_studies
Idioma:
En
Revista:
IEEE Trans Neural Netw Learn Syst
Ano de publicação:
2019
Tipo de documento:
Article
País de publicação:
EEUU
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ESTADOS UNIDOS
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ESTADOS UNIDOS DA AMERICA
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EUA
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UNITED STATES
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UNITED STATES OF AMERICA
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US
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USA