摘要
线性判别分析(LDA)是机器学习和数据挖掘中一种常用的基于模型的分类方法。尽管该分类方法在许多实际应用中表现良好,但在处理高维数据时其效果却很不理想。其原因在于:当变量数目p接近或者大于样本数目n时,样本协方差矩阵不再是真实协方差矩阵的一个良好估计,导致线性判别函数值产生了较大的偏差。文中提出了一种基于随机矩阵理论的高维数据分类器正则化方法。首先,利用随机矩阵理论,分别以旋转不变估计法(当p≤n时)或者特征值截取法(当p>n时)对高维协方差矩阵进行一致估计;然后,使用估计出的高维协方差矩阵计算判别函数值。在模拟数据集和3个微阵列数据集上进行的分类实验的结果表明,所提线性判别分析方法在处理高维数据时不但适用范围更广,而且具有较高的分类正确率。
Linear discriminant analysis(LDA) is an important theoretical and analytic tool for many machine learning and data mining tasks.As a parametric classification method,it performs well in many applications.However,LDA is impractical for high-dimensional data sets which are now routinely generated everywhere in modern society.A primary reason for the inefficiency of LDA for high-dimensional data is that the sample covariance matrix is no longer a good estimator of the population covariance matrix when the dimension of feature vector is close to or even larger than the sample size.Therefore,this paper proposed a high-dimensional data classifier regularization method based on random matrix theory.Firstly,a truly consistent estimation was conducted for high-dimensional covariance matrix through rotation invariance estimation and eigenvalue interception.Secondely,the estimated high-dimensional covariance matrix was used to calculate the discrimination function value.Numerical experiments on the artificial datasets,as well as some real world datasets such as the microarray datasets,demonstrate that the proposed discriminant analysis method has wider applications and yields higher accuracies than existing competitors.
引文
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