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

Parsimonious Kernel Fisher Discrimination

By applying recent results in optimization transfer, a new algorithm for kernel Fisher Discriminant Analysis is provided that makes use of a non-smooth penalty on the coefficients to provide a parsimonious solution. The algorithm is simple, easily programmed and is shown to perform as well as or better than a number of leading machine learning algorithms on a substantial benchmark. It is then applied to a set of extreme small-sample-size problems in virtual screening where it is found to be less accurate than a currently leading approach but is still comparable in a number of cases

Optimal Bayes Classifiers for Functional Data and Density Ratios

Bayes classifiers for functional data pose a challenge. This is because probability density functions do not exist for functional data. As a consequence, the classical Bayes classifier using density quotients needs to be modified. We propose to use density ratios of projections on a sequence of eigenfunctions that are common to the groups to be classified. The density ratios can then be factored into density ratios of individual functional principal components whence the classification problem is reduced to a sequence of nonparametric one-dimensional density estimates. This is an extension to functional data of some of the very earliest nonparametric Bayes classifiers that were based on simple density ratios in the one-dimensional case. By means of the factorization of the density quotients the curse of dimensionality that would otherwise severely affect Bayes classifiers for functional data can be avoided. We demonstrate that in the case of Gaussian functional data, the proposed functional Bayes classifier reduces to a functional version of the classical quadratic discriminant. A study of the asymptotic behavior of the proposed classifiers in the large sample limit shows that under certain conditions the misclassification rate converges to zero, a phenomenon that has been referred to as "perfect classification". The proposed classifiers also perform favorably in finite sample applications, as we demonstrate in comparisons with other functional classifiers in simulations and various data applications, including wine spectral data, functional magnetic resonance imaging (fMRI) data for attention deficit hyperactivity disorder (ADHD) patients, and yeast gene expression data

Localized Regression

The main problem with localized discriminant techniques is the curse of dimensionality, which seems to restrict their use to the case of few variables. This restriction does not hold if localization is combined with a reduction of dimension. In particular it is shown that localization yields powerful classifiers even in higher dimensions if localization is combined with locally adaptive selection of predictors. A robust localized logistic regression (LLR) method is developed for which all tuning parameters are chosen data¡adaptively. In an extended simulation study we evaluate the potential of the proposed procedure for various types of data and compare it to other classification procedures. In addition we demonstrate that automatic choice of localization, predictor selection and penalty parameters based on cross validation is working well. Finally the method is applied to real data sets and its real world performance is compared to alternative procedures