Kernel discriminant analysis and clustering with parsimonious Gaussian process models

This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the eigen-decomposition of the Gaussian processes modeling each class. This allows in particular to use non-linear mapping functions which project the observations into infinite dimensional spaces. It is also demonstrated that the building of the classifier can be directly done from the observation space through a kernel function. The proposed classification method is thus able to classify data of various types such as categorical data, functional data or networks. Furthermore, it is possible to classify mixed data by combining different kernels. The methodology is as well extended to the unsupervised classification case. Experimental results on various data sets demonstrate the effectiveness of the proposed method

Kernel discriminant analysis and clustering with parsimonious Gaussian process models

International audienceThis work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the eigen-decomposition of the Gaussian processes modeling each class. This allows in particular to use non-linear mapping functions which project the observations into infinite dimensional spaces. It is also demonstrated that the building of the classifier can be directly done from the observation space through a kernel function. The proposed classification method is thus able to classify data of various types such as categorical data, functional data or networks. Furthermore, it is possible to classify mixed data by combining different kernels. The methodology is as well extended to the unsupervised classification case. Experimental results on various data sets demonstrate the effectiveness of the proposed method

Parsimonious Mahalanobis Kernel for the Classification of High Dimensional Data

The classification of high dimensional data with kernel methods is considered in this article. Exploit- ing the emptiness property of high dimensional spaces, a kernel based on the Mahalanobis distance is proposed. The computation of the Mahalanobis distance requires the inversion of a covariance matrix. In high dimensional spaces, the estimated covariance matrix is ill-conditioned and its inversion is unstable or impossible. Using a parsimonious statistical model, namely the High Dimensional Discriminant Analysis model, the specific signal and noise subspaces are estimated for each considered class making the inverse of the class specific covariance matrix explicit and stable, leading to the definition of a parsimonious Mahalanobis kernel. A SVM based framework is used for selecting the hyperparameters of the parsimonious Mahalanobis kernel by optimizing the so-called radius-margin bound. Experimental results on three high dimensional data sets show that the proposed kernel is suitable for classifying high dimensional data, providing better classification accuracies than the conventional Gaussian kernel

A Simple Iterative Algorithm for Parsimonious Binary Kernel Fisher Discrimination

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

Variable selection and updating in model-based discriminant analysis for high dimensional data with food authenticity applications

Food authenticity studies are concerned with determining if food samples have been correctly labelled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity applications, a model-based discriminant analysis method that includes variable selection is presented. The discriminant analysis model is fitted in a semi-supervised manner using both labeled and unlabeled data. The method is shown to give excellent classification performance on several high-dimensional multiclass food authenticity datasets with more variables than observations. The variables selected by the proposed method provide information about which variables are meaningful for classification purposes. A headlong search strategy for variable selection is shown to be efficient in terms of computation and achieves excellent classification performance. In applications to several food authenticity datasets, our proposed method outperformed default implementations of Random Forests, AdaBoost, transductive SVMs and Bayesian Multinomial Regression by substantial margins

A robust approach to model-based classification based on trimming and constraints

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations, namely outliers and data with incorrect labels, can strongly undermine the classifier performance, especially if the training size is small. The present work introduces a robust modification to the Model-Based Classification framework, employing impartial trimming and constraints on the ratio between the maximum and the minimum eigenvalue of the group scatter matrices. The proposed method effectively handles noise presence in both response and exploratory variables, providing reliable classification even when dealing with contaminated datasets. A robust information criterion is proposed for model selection. Experiments on real and simulated data, artificially adulterated, are provided to underline the benefits of the proposed method