Optimal projections for Gaussian discriminants

DOI10.1007/S11634-021-00486-ZMaRDI QIDQ6106145OpenAlexFDO

Authors David P. Hofmeyr, Francois Kamper, Michail C. Melonas

Publication date 27 June 2023

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.03294

zbMATH Keywords

classificationdimension reductionprojection pursuitdiscriminant analysisfeature extraction

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: The problem of obtaining optimal projections for performing discriminant analysis with Gaussian class densities is studied. Unlike in most existing approaches to the problem, the focus of the optimisation is on the multinomial likelihood based on posterior probability estimates, which directly captures discriminability of classes. In addition to the more commonly considered problem, in this context, of classification, the unsupervised clustering counterpart is also considered. Finding optimal projections offers utility for dimension reduction and regularisation, as well as instructive visualisation for better model interpretability. Practical applications of the proposed approach show considerable promise for both classification and clustering. Code to implement the proposed method is available in the form of an R package from https://github.com/DavidHofmeyr/OPGD.

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