Bootstrap for model selection: linear approximation of the optimism

  • Authors:
  • G. Simon;A. Lendasse;M. Verleysen

  • Affiliations:
  • Université Catholique de Louvain, DICE, Louvain-la-Neuve, Belgium;Université Catholique de Louvain, CESAME, Louvain-la-Neuve, Belgium;Université Catholique de Louvain, DICE, Louvain-la-Neuve, Belgium

  • Venue:
  • IWANN'03 Proceedings of the Artificial and natural neural networks 7th international conference on Computational methods in neural modeling - Volume 1
  • Year:
  • 2003

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Abstract

In this work we shall discuss how to apply classical input relevance results for linear Fisher discriminants to measure the relevance of the linear last hidden layer of a Non Linear Discriminant Analysis (NLDA) network. We shall quickly review first possible ways to extend classical and non linear Fisher analysis to multiclass problems and introduce a criterion function very well suited computationally to NLDA networks. After defining a relevance statistic for linear NLDA units, we shall numerically illustrate the resulting procedures on a synthetic 3 class classification problem.