论文标题

稀疏功能线性判别分析

Sparse Functional Linear Discriminant Analysis

论文作者

Park, Juhyun, Ahn, Jeongyoun, Jeon, Yongho

论文摘要

功能线性判别分析提供了一种简单而有效的分类方法,并有可能实现完美的分类。文献中提出了几种方法,主要解决问题的维度。另一方面,对分析的解释性越来越兴趣,这有利于简单而稀疏的解决方案。在这项工作中,我们提出了一种新方法,该方法结合了一种稀疏性,该稀疏性在功能设置中识别非零子订单,提供了一种易于解释而不会损害性能的解决方案。由于需要在解决方案中嵌入其他约束,我们将功能性线性判别分析重新制定为适当惩罚的正规化问题。受$ \ ell_1 $ -type的成功启发,我们为标量变量引起零系数而开发了一种新的正则化方法,用于功能性线性判别分析,其中包含$ l^1 $ -Type惩罚,$ \ f | f | f | $,以识别零区域。我们证明,我们的公式具有一个明确的解决方案,其中包含零区域,从而在域选择意义上实现了功能稀疏性。另外,如果数据是高斯,则显示正规化解决方案的错误分类概率被证明会收敛到贝叶斯误差。我们的方法并不认为基础函数在域中的区域为零,而是产生稀疏的估计器,该估计量始终估计真实函数,无论后者是否稀疏。与现有方法的数值比较在具有模拟和真实数据示例的有限样本中演示了此属性。

Functional linear discriminant analysis offers a simple yet efficient method for classification, with the possibility of achieving a perfect classification. Several methods are proposed in the literature that mostly address the dimensionality of the problem. On the other hand, there is a growing interest in interpretability of the analysis, which favors a simple and sparse solution. In this work, we propose a new approach that incorporates a type of sparsity that identifies non-zero sub-domains in the functional setting, offering a solution that is easier to interpret without compromising performance. With the need to embed additional constraints in the solution, we reformulate the functional linear discriminant analysis as a regularization problem with an appropriate penalty. Inspired by the success of $\ell_1$-type regularization at inducing zero coefficients for scalar variables, we develop a new regularization method for functional linear discriminant analysis that incorporates an $L^1$-type penalty, $\int |f|$, to induce zero regions. We demonstrate that our formulation has a well defined solution that contains zero regions, achieving a functional sparsity in the sense of domain selection. In addition, the misclassification probability of the regularized solution is shown to converge to the Bayes error if the data are Gaussian. Our method does not presume that the underlying function has zero regions in the domain, but produces a sparse estimator that consistently estimates the true function whether or not the latter is sparse. Numerical comparisons with existing methods demonstrate this property in finite samples with both simulated and real data examples.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源