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Generalization Performance of Fisher Linear Discriminant Based on Markov Sampling

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5 Author(s)
Bin Zou ; Fac. of Math. & Comput. Sci., Hubei Univ., Wuhan, China ; Luoqing Li ; Zongben Xu ; Tao Luo
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Fisher linear discriminant (FLD) is a well-known method for dimensionality reduction and classification that projects high-dimensional data onto a low-dimensional space where the data achieves maximum class separability. The previous works describing the generalization ability of FLD have usually been based on the assumption of independent and identically distributed (i.i.d.) samples. In this paper, we go far beyond this classical framework by studying the generalization ability of FLD based on Markov sampling. We first establish the bounds on the generalization performance of FLD based on uniformly ergodic Markov chain (u.e.M.c.) samples, and prove that FLD based on u.e.M.c. samples is consistent. By following the enlightening idea from Markov chain Monto Carlo methods, we also introduce a Markov sampling algorithm for FLD to generate u.e.M.c. samples from a given data of finite size. Through simulation studies and numerical studies on benchmark repository using FLD, we find that FLD based on u.e.M.c. samples generated by Markov sampling can provide smaller misclassification rates compared to i.i.d. samples.

Published in:

Neural Networks and Learning Systems, IEEE Transactions on  (Volume:24 ,  Issue: 2 )

Date of Publication:

Feb. 2013

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