Algorithms for Regularized Linear Discriminant Analysis

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Algorithms for Regularized Linear Discriminant Analysis
Original language description
This paper is focused on regularized versions of classification analysis and their computation for highdimensional data. A variety of regularized classification methods has been proposed and we critically discuss their computational aspects. We formulateseveral 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.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
BIOINFORMATICS 2015. Proceedings of the International Conference on Bioinformatics Models, Methods and Algorithms
ISBN
978-989-758-070-3
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
128-133
Publisher name
Scitepress
Place of publication
Lisbon
Event location
Lisbon
Event date
Jan 12, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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