Algorithms for Regularized Linear Discriminant Analysis

Jan Kalina; Jurjen Duintjer Tebbens

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Paper

Algorithms for Regularized Linear Discriminant Analysis

Topics: Algorithms and Software Tools; Biostatistics and Stochastic Models; Data Mining and Machine Learning

In Proceedings of the International Conference on Bioinformatics Models, Methods and Algorithms - Volume 0BIOSTEC, 128-133, 2015 , Lisbon, Portugal

Authors: Jan Kalina ¹ and Jurjen Duintjer Tebbens ²

Affiliations: ¹ Institute of Computer Science AS CR, Czech Republic ; ² Institute of Computer Science AS CR and Charles University in Prague, Czech Republic

Keyword(s): Classification Analysis, Regularization, High-dimensional Data, Matrix Decomposition, Computational Aspects.

Related Ontology Subjects/Areas/Topics: Algorithms and Software Tools ; Bioinformatics ; Biomedical Engineering ; Biostatistics and Stochastic Models ; Data Mining and Machine Learning

Abstract: This paper is focused on regularized versions of classification analysis and their computation for high-dimensional data. A variety of regularized classification methods has been proposed and we critically discuss their computational aspects. We formulate several new algorithms for regularized linear discriminant analysis, which exploits a regularized covariance matrix estimator towards a regular target matrix. Numerical linear algebra considerations are used to propose tailor-made algorithms for specific choices of the target matrix. Further, we arrive at proposing a new classification method based on L2-regularization of group means and the pooled covariance matrix and accompany it by an efficient algorithm for its computation.

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Paper citation in several formats:

Kalina, J. and Duintjer Tebbens, J. (2015). Algorithms for Regularized Linear Discriminant Analysis. In Proceedings of the International Conference on Bioinformatics Models, Methods and Algorithms (BIOSTEC 2015) - BIOINFORMATICS; ISBN 978-989-758-070-3; ISSN 2184-4305, SciTePress, pages 128-133. DOI: 10.5220/0005234901280133

@conference{bioinformatics15,
author={Jan Kalina. and Jurjen {Duintjer Tebbens}.},
title={Algorithms for Regularized Linear Discriminant Analysis},
booktitle={Proceedings of the International Conference on Bioinformatics Models, Methods and Algorithms (BIOSTEC 2015) - BIOINFORMATICS},
year={2015},
pages={128-133},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005234901280133},
isbn={978-989-758-070-3},
issn={2184-4305},
}

TY - CONF

JO - Proceedings of the International Conference on Bioinformatics Models, Methods and Algorithms (BIOSTEC 2015) - BIOINFORMATICS
TI - Algorithms for Regularized Linear Discriminant Analysis
SN - 978-989-758-070-3
IS - 2184-4305
AU - Kalina, J.
AU - Duintjer Tebbens, J.
PY - 2015
SP - 128
EP - 133
DO - 10.5220/0005234901280133
PB - SciTePress