# DC programming and DCA for sparse Fisher linear discriminant analysis

DC programming and DCA for sparse Fisher linear discriminant analysis We consider the supervised pattern classification in the high-dimensional setting, in which the number of features is much larger than the number of observations. We present a novel approach to the sparse Fisher linear discriminant problem using the $$\ell _0$$ ℓ 0 -norm. The resulting optimization problem is nonconvex, discontinuous and very hard to solve. We overcome the discontinuity by using appropriate approximations to the $$\ell _0$$ ℓ 0 -norm such that the resulting problems can be formulated as difference of convex functions (DC) programs to which DC programming and DC Algorithms (DCA) are investigated. The experimental results on both simulated and real datasets demonstrate the efficiency of the proposed algorithms compared to some state-of-the-art methods. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Neural Computing and Applications Springer Journals

# DC programming and DCA for sparse Fisher linear discriminant analysis

, Volume 28 (9) – Feb 11, 2016
14 pages

/lp/springer_journal/dc-programming-and-dca-for-sparse-fisher-linear-discriminant-analysis-75i3sSuY7b
Publisher
Springer London
Subject
Computer Science; Artificial Intelligence (incl. Robotics); Data Mining and Knowledge Discovery; Probability and Statistics in Computer Science; Computational Science and Engineering; Image Processing and Computer Vision; Computational Biology/Bioinformatics
ISSN
0941-0643
eISSN
1433-3058
D.O.I.
10.1007/s00521-016-2216-9
Publisher site
See Article on Publisher Site

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