Title
Parsimonious Mahalanobis kernel for the classification of high dimensional data
Abstract
The classification of high dimensional data with kernel methods is considered in this paper. Exploiting the emptiness property of high dimensional spaces, a kernel based on the Mahalanobis distance is proposed. The computation of the Mahalanobis distance requires the inversion of a covariance matrix. In high dimensional spaces, the estimated covariance matrix is ill-conditioned and its inversion is unstable or impossible. Using a parsimonious statistical model, namely the High Dimensional Discriminant Analysis model, the specific signal and noise subspaces are estimated for each considered class making the inverse of the class specific covariance matrix explicit and stable, leading to the definition of a parsimonious Mahalanobis kernel. A SVM based framework is used for selecting the hyperparameters of the parsimonious Mahalanobis kernel by optimizing the so-called radius-margin bound. Experimental results on three high dimensional data sets show that the proposed kernel is suitable for classifying high dimensional data, providing better classification accuracies than the conventional Gaussian kernel.
Year
DOI
Venue
2013
10.1016/j.patcog.2012.09.009
Pattern Recognition
Keywords
DocType
Volume
parsimonious mahalanobis kernel,covariance matrix,proposed kernel,mahalanobis distance,high dimensional space,conventional gaussian kernel,estimated covariance matrix,high dimensional data set,kernel method,high dimensional data,hyperspectral imagery,svm,kernel methods
Journal
46
Issue
ISSN
Citations 
3
0031-3203
3
PageRank 
References 
Authors
0.38
30
4
Name
Order
Citations
PageRank
Mathieu Fauvel174242.30
J. Chanussot230618.20
J. A. Benediktsson386083.81
Alberto Villa4292.04