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Iterative Majorization Approach to the Distance-based Discriminant Analysis

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Classification — the Ubiquitous Challenge

Abstract

This paper proposes a method of finding a discriminative linear transformation that enhances the data's degree of conformance to the compactness hypothesis and its inverse. The problem formulation relies on inter-observation distances only, which is shown to improve non-parametric and non-linear classifier performance on benchmark and real-world data sets. The proposed approach is suitable for both binary and multiple-category classification problems, and can be applied as a dimensionality reduction technique. In the latter case, the number of necessary discriminative dimensions can be determined exactly. The sought transformation is found as a solution to an optimization problem using iterative majorization.

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Kosinov, S., Marchand-Maillet, S., Pun, T. (2005). Iterative Majorization Approach to the Distance-based Discriminant Analysis. In: Weihs, C., Gaul, W. (eds) Classification — the Ubiquitous Challenge. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28084-7_17

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