Authors: Röhl, Michael C.
Weihs, Claus
Title: Direct Minimization of Error Rates in Multivariate Classification
Language (ISO): en
Abstract: We propose a computer intensive method for linear dimension reduction which minimizes the classification error directly. Simulated annealing (Bohachevsky et al. 1986) as a modern optimization technique is used to solve this problem effectively. This approach easily allows to incorporate user requests by means of penalty terms. Simulations demonstrate the superiority of optimal classification to classical discriminant analysis (McLachlan 1992). Special emphasis is put on the case when discriminant analysis collapses.
Subject Headings: classification
discriminant analysis
error rate
simulated annealing
user requests
Issue Date: 1999
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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