Nonparametric discriminant analysis via recursive optimization ofPatrick-Fisher distance

  • Authors:
  • M. E. Aladjem

  • Affiliations:
  • Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva

  • Venue:
  • IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
  • Year:
  • 1998

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Abstract

A method for the linear discrimination of two classes is presented. It searches for the discriminant direction which maximizes the Patrick-Fisher (PF) distance between the projected class-conditional densities. It is a nonparametric method, in the sense that the densities are estimated from the data. Since the PF distance is a highly nonlinear function, we propose a recursive optimization procedure for searching the directions corresponding to several large local maxima of the PF distance. Its novelty lies in the transformation of the data along a found direction into data with deflated maxima of the PF distance and iteration to obtain the next direction. A simulation study and a medical data analysis indicate the potential of the method to find the sequence of directions with significant class separations