Saved in:
Bibliographic Details
Main Authors: Wang, Siyu, Yao, Kehui
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.03136
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866912389844172800
author Wang, Siyu
Yao, Kehui
author_facet Wang, Siyu
Yao, Kehui
contents Linear discriminant analysis (LDA), a traditional classification tool, suffers from limitations such as sensitivity to noise and computational challenges when dealing with non-invertible within-class scatter matrices. Traditional stepwise LDA frameworks, which iteratively select the most informative features, often exacerbate these issues by relying heavily on Wilks' $Λ$, potentially causing premature stopping of the selection process. This paper introduces a novel forward discriminant analysis framework that integrates Pillai's trace with Uncorrelated Linear Discriminant Analysis (ULDA) to address these challenges, and offers a unified and stand-alone classifier. Through simulations and real-world datasets, the new framework demonstrates effective control of Type I error rates and improved classification accuracy, particularly in cases involving perfect group separations. The results highlight the potential of this approach as a robust alternative to the traditional stepwise LDA framework.
format Preprint
id arxiv_https___arxiv_org_abs_2409_03136
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A New Forward Discriminant Analysis Framework Based On Pillai's Trace and ULDA
Wang, Siyu
Yao, Kehui
Methodology
Computation
Machine Learning
Linear discriminant analysis (LDA), a traditional classification tool, suffers from limitations such as sensitivity to noise and computational challenges when dealing with non-invertible within-class scatter matrices. Traditional stepwise LDA frameworks, which iteratively select the most informative features, often exacerbate these issues by relying heavily on Wilks' $Λ$, potentially causing premature stopping of the selection process. This paper introduces a novel forward discriminant analysis framework that integrates Pillai's trace with Uncorrelated Linear Discriminant Analysis (ULDA) to address these challenges, and offers a unified and stand-alone classifier. Through simulations and real-world datasets, the new framework demonstrates effective control of Type I error rates and improved classification accuracy, particularly in cases involving perfect group separations. The results highlight the potential of this approach as a robust alternative to the traditional stepwise LDA framework.
title A New Forward Discriminant Analysis Framework Based On Pillai's Trace and ULDA
topic Methodology
Computation
Machine Learning
url https://arxiv.org/abs/2409.03136