A fast linear-in-the-parameters classifier construction algorithm using orthogonal forward selection to minimize leave-one-out misclassification rate

  • Authors:
  • X. Hong;S. Chen;C. J. Harris

  • Affiliations:
  • School of Systems Engineering, University of Reading, Reading, RG6 6AY, UK;School of Electronics and Computer Science, University of Southampton, Southampton SO17 1BJ, UK;School of Electronics and Computer Science, University of Southampton, Southampton SO17 1BJ, UK

  • Venue:
  • International Journal of Systems Science
  • Year:
  • 2008

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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.