Abstract
The addition of correlated or noisy features to a given feature set can degrade estimates of certain figures of merit used to characterize the class separability offered by the set. We review three such figures of merit and consider the effects of correlation and noise on their estimation from a finite training set. These effects cause some measures to be biased optimistically, others pessimistically. Previous studies of these biases have tended to overlook the large variances involved, particularly in low-dimensional space. Several methods of bias reduction are compared. A method due to Fukunaga and Hayes is compared with the “jackknife”; only the former reduces the bias without increasing the variance of the estimate for problems considered here.
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© 1993 Springer-Verlag Berlin Heidelberg
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Wagner, R.F., Brown, D.G., Guedon, J.P., Myers, K.J., Wear, K.A. (1993). Multivariate gaussian pattern classification: Effects of finite sample size and the addition of correlated or noisy features on summary measures of goodness. In: Barrett, H.H., Gmitro, A.F. (eds) Information Processing in Medical Imaging. IPMI 1993. Lecture Notes in Computer Science, vol 687. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0013808
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DOI: https://doi.org/10.1007/BFb0013808
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