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A simple iterative algorithm for parsimonious binary kernel Fisher discrimination

Harrison, R.F. and Pasupa, K. (2010) A simple iterative algorithm for parsimonious binary kernel Fisher discrimination. Pattern Analysis and Applications , 13 (1). pp. 15-22. ISSN 1433-7541

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By applying recent results in optimisation theory variously known as optimisation transfer or majorise/minimise 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 optimisation 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.

Item Type: Article
Copyright, Publisher and Additional Information: © 2010 Springer. This is an author produced version of a paper subsequently published in Pattern Analysis and Applications. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Kernel machines; Fisher discriminant analysis; Majorise-minimise algorithms; Sparsity; Parsimony
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield)
Depositing User: Miss Anthea Tucker
Date Deposited: 16 Feb 2010 11:54
Last Modified: 08 Feb 2013 16:59
Published Version: http://dx.doi.org/10.1007/s10044-009-0162-1
Status: Published
Publisher: Springer
Refereed: Yes
Identification Number: 10.1007/s10044-009-0162-1
URI: http://eprints.whiterose.ac.uk/id/eprint/10368

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