On the equivalence of Kernel Fisher discriminant analysis and Kernel Quadratic Programming Feature Selection

  • Authors:
  • I. Rodriguez-Lujan;C. Santa Cruz;R. Huerta

  • Affiliations:
  • Departamento de Ingenierıa Informática and Instituto de Ingenierıa del Conocimiento, Universidad Autónoma de Madrid, 28049 Madrid, Spain;Departamento de Ingenierıa Informática and Instituto de Ingenierıa del Conocimiento, Universidad Autónoma de Madrid, 28049 Madrid, Spain;BioCircuits Institute, University of California, San Diego, La Jolla, CA 92093-0404, USA

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 2011

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Abstract

We reformulate the Quadratic Programming Feature Selection (QPFS) method in a Kernel space to obtain a vector which maximizes the quadratic objective function of QPFS. We demonstrate that the vector obtained by Kernel Quadratic Programming Feature Selection is equivalent to the Kernel Fisher vector and, therefore, a new interpretation of the Kernel Fisher discriminant analysis is given which provides some computational advantages for highly unbalanced datasets.