The quantile-based classifier with variable-wise parameters
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866913323395579904 |
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| author | Berrettini, Marco Hennig, Christian Viroli, Cinzia |
| author_facet | Berrettini, Marco Hennig, Christian Viroli, Cinzia |
| contents | Quantile-based classifiers can classify high-dimensional observations by minimising a discrepancy of an observation to a class based on suitable quantiles of the within-class distributions, corresponding to a unique percentage for all variables. The present work extends these classifiers by introducing a way to determine potentially different optimal percentages for different variables. Furthermore, a variable-wise scale parameter is introduced. A simple greedy algorithm to estimate the parameters is proposed. Their consistency in a nonparametric setting is proved. Experiments using artificially generated and real data confirm the potential of the quantile-based classifier with variable-wise parameters. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2404_13589 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The quantile-based classifier with variable-wise parameters Berrettini, Marco Hennig, Christian Viroli, Cinzia Methodology Quantile-based classifiers can classify high-dimensional observations by minimising a discrepancy of an observation to a class based on suitable quantiles of the within-class distributions, corresponding to a unique percentage for all variables. The present work extends these classifiers by introducing a way to determine potentially different optimal percentages for different variables. Furthermore, a variable-wise scale parameter is introduced. A simple greedy algorithm to estimate the parameters is proposed. Their consistency in a nonparametric setting is proved. Experiments using artificially generated and real data confirm the potential of the quantile-based classifier with variable-wise parameters. |
| title | The quantile-based classifier with variable-wise parameters |
| topic | Methodology |
| url | https://arxiv.org/abs/2404.13589 |