Title
A fast linear-in-the-parameters classifier construction algorithm using orthogonal forward selection to minimize leave-one-out misclassification rate
Abstract
We propose a simple and computationally efficient construction algorithm for two class linear-in-the-parameters classifiers. In order to optimize model generalization, a forward orthogonal selection (OFS) procedure is used for minimizing the leave-one-out (LOO) misclassification rate directly. An analytic formula and a set of forward recursive updating formula of the LOO misclassification rate are developed and applied in the proposed algorithm. Numerical examples are used to demonstrate that the proposed algorithm is an excellent alternative approach to construct sparse two class classifiers in terms of performance and computational efficiency.
Year
DOI
Venue
2008
10.1080/00207720701727822
Int. J. Systems Science
Keywords
Field
DocType
misclassification rate,class classifier,class linear-in-the-parameters classifier,loo misclassification rate,analytic formula,computational efficiency,orthogonal forward selection,cross validation,regularization,proposed algorithm,leave-one-out misclassification rate,computationally efficient construction algorithm,classifier construction algorithm,classification,fast linear-in-the-parameters,model generalization,excellent alternative approach,forward regression,system identification.,system identification
Mathematical optimization,Algorithm,Regularization (mathematics),Classifier (linguistics),System identification,Cross-validation,Forward selection,Recursion,Mathematics,Forward regression
Journal
Volume
Issue
ISSN
39
2
0020-7721
Citations 
PageRank 
References 
14
0.60
10
Authors
3
Name
Order
Citations
PageRank
X. Hong115711.12
songcan chen2140.60
C. J. Harris31327.59