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From Data and Information Analysis to Knowledge Engineering pp 142–149Cite as

A New Effective Algorithm for Stepwise Principle Components Selection in Discriminant Analysis

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Abstract

The problem of reducing the dimensionality of multivariate Gaussian observations is considered. The efficiency of discriminant analysis procedure based on well-known method of principle components selection is analytically investigated. The average decrease of interclass distances square is presented as a new criterion of feature selection directly connected with the classification error probability. New stepwise discriminant analysis procedure in the space of principal components based on this criterion is proposed and its efficiency is experimentally and analytically investigated.

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References

  • AIVAZYAN S., BUCHSTABER V., YENYUKOV I., MESHALKIN L. (1989): Applied statistics: Classification and Dimensionality Reduction. Finansy i Statistika, Moskow.

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  • ANDERSON Y. (1963): An Introduction to Multivariate Statistical Analysis. Viley, New York.

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  • FUKUNAGA K. (1990): Introduction to statistical pattern recognition. Academic Press, New York.

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  • SERIKOVA E. (2004): Admissible sample size for stepwise discriminant procedure based on interclass distance behavior. Computer Data Analysis and Modeling: robustness and computer intensive methods. September, Minsk, 189–192.

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Author information

Authors and Affiliations

  1. Belarus State University, 4 Fr. Skariny av., 220050, Minsk, Belarus

    Ekaterina Serikova & Eugene Zhuk

Authors
  1. Ekaterina Serikova
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  2. Eugene Zhuk
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Editor information

Editors and Affiliations

  1. Institut für Technische und Betriebliche Informationssysteme, Otto-von-Guericke-Universität Magdeburg, Universitätsplatz 2, 39106, Magdeburg, Germany

    Myra Spiliopoulou

  2. Institut für Wissens- und Sprachverarbeitung, Otto-von-Guericke-Universität Magdeburg, Universitätsplatz 2, 39106, Magdeburg, Germany

    Rudolf Kruse , Christian Borgelt  & Andreas Nürnberger ,  & 

  3. Institut für Entscheidungstheorie und Unternehmensforschung, Universität Karlsruhe (TH), 76128, Karlsruhe

    Wolfgang Gaul

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© 2006 Springer Berlin · Heidelberg

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Cite this paper

Serikova, E., Zhuk, E. (2006). A New Effective Algorithm for Stepwise Principle Components Selection in Discriminant Analysis. In: Spiliopoulou, M., Kruse, R., Borgelt, C., Nürnberger, A., Gaul, W. (eds) From Data and Information Analysis to Knowledge Engineering. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-31314-1_16

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