A Trivial Linear Discriminant Function
نویسنده
چکیده
In this paper, we focus on the new model selection procedure of the discriminant analysis. Combining resampling technique with k-fold cross validation, we develop a k-fold cross validation for small sample method. By this breakthrough, we obtain the mean error rate in the validation samples (M2) and the 95% confidence interval (CI) of discriminant coefficient. Moreover, we propose the model selection procedure in which the model having a minimum M2 was chosen to the best model. We apply this new method and procedure to the pass/ fail determination of exam scores. In this case, we fix the constant =1 for seven linear discriminant functions (LDFs) and several good results were obtained as follows: 1) M2 of Fisher’s LDF are over 4.6% worse than Revised IP-OLDF. 2) A soft-margin SVM for penalty c=1 (SVM1) is worse than another mathematical programming (MP) based LDFs and logistic regression . 3) The 95% CI of the best discriminant coefficients was obtained. Seven LDFs except for Fisher’s LDF are almost the same as a trivial LDF for the linear separable model. Furthermore, if we choose the median of the coefficient of seven LDFs except for Fisher’s LDF, those are almost the same as the trivial LDF for the linear separable model.
منابع مشابه
Error bounds for Kernel Fisher Linear Discriminant in Gaussian Hilbert space
We give a non-trivial, non-asymptotic upper bound on the classification error of the popular Kernel Fisher Linear Discriminant classifier under the assumption that the kernelinduced space is a Gaussian Hilbert space.
متن کاملFinancial crisis and exchange market pressure In energy exporting countries: Fisher's discriminant function approach
Financial crises are unpredictable and threatening the economic stability of countries. Hence, policymakers are forced to adopt appropriate tactics to defuse and resolve crises. One of the indicators that helps policymakers and economists is the exchange market pressure. The purpose of this study is to examine the factors affecting the foreign exchange market pressure during 2008- 2009 financia...
متن کاملOn a functional equation for symmetric linear operators on $C^{*}$ algebras
Let $A$ be a $C^{*}$ algebra, $T: Arightarrow A$ be a linear map which satisfies the functional equation $T(x)T(y)=T^{2}(xy),;;T(x^{*})=T(x)^{*} $. We prove that under each of the following conditions, $T$ must be the trivial map $T(x)=lambda x$ for some $lambda in mathbb{R}$: i) $A$ is a simple $C^{*}$-algebra. ii) $A$ is unital with trivial center and has a faithful trace such ...
متن کاملCross-validation in high-dimensional spaces: a lifeline for least-squares models and multi-class LDA
Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they are inefficient in high-dimensional neuroimaging datasets. Fortunately, for k-fold cross-validation, an analytical approach has been developed that yields th...
متن کاملFisher’s Linear Discriminant Analysis for Weather Data by reproducing kernel Hilbert spaces framework
Recently with science and technology development, data with functional nature are easy to collect. Hence, statistical analysis of such data is of great importance. Similar to multivariate analysis, linear combinations of random variables have a key role in functional analysis. The role of Theory of Reproducing Kernel Hilbert Spaces is very important in this content. In this paper we study a gen...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2015