Classification with sparse grids using simplicial basis functions

  • Authors:
  • Jochen Garcke;Michael Griebel

  • Affiliations:
  • Institut für Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn, Wegelerstraße 6, 53115 Bonn, Germany. E-mail: {garckej, griebel}@iam.uni-bonn.de;Institut für Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn, Wegelerstraße 6, 53115 Bonn, Germany. E-mail: {garckej, griebel}@iam.uni-bonn.de

  • Venue:
  • Intelligent Data Analysis
  • Year:
  • 2002

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Abstract

Recently we presented a new approach [20] to the classificationproblem arising in data mining. It is based on the regularizationnetwork approach but in contrast to other methods, which employansatz functions associated to data points, we use a grid in theusually high-dimensional feature space for the minimizationprocess. To cope with the curse of dimensionality, we employ sparsegrids [52]. Thus, only O(h_n^{-1} n^{d-1}) instead of O(h_n^{-d})grid points and unknowns are involved. Here d denotes the dimensionof the feature space and h_n = 2^{-n} gives the mesh size. We usethe sparse grid combination technique [30] where the classificationproblem is discretized and solved on a sequence of conventionalgrids with uniform mesh sizes in each dimension. The sparse gridsolution is then obtained by linear combination.The method computes a nonlinear classifier but scales onlylinearly with the number of data points and is well suited for datamining applications where the amount of data is very large, butwhere the dimension of the feature space is moderately high. Incontrast to our former work, where d-linear functions were used, wenow apply linear basis functions based on a simplicialdiscretization. This allows to handle more dimensions and thealgorithm needs less operations per data point. We further extendthe method to so-called anisotropic sparse grids, where nowdifferent a-priori chosen mesh sizes can be used for thediscretization of each attribute. This can improve the run time ofthe method and the approximation results in the case of data setswith different importance of the attributes.We describe the sparse grid combination technique for theclassification problem, give implementational details and discussthe complexity of the algorithm. It turns out that the methodscales linearly with the number of given data points. Finally wereport on the quality of the classifier built by our new method ondata sets with up to 14 dimensions. We show that our new methodachieves correctness rates which are competitive to those of thebest existing methods.