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Penalized classification using Fisher's linear discriminant.

ABSTRACT: We consider the supervised classification setting, in which the data consist of p features measured on n observations, each of which belongs to one of K classes. Linear discriminant analysis (LDA) is a classical method for this problem. However, in the high-dimensional setting where p ? n, LDA is not appropriate for two reasons. First, the standard estimate for the within-class covariance matrix is singular, and so the usual discriminant rule cannot be applied. Second, when p is large, it is difficult to interpret the classification rule obtained from LDA, since it involves all p features. We propose penalized LDA, a general approach for penalizing the discriminant vectors in Fisher's discriminant problem in a way that leads to greater interpretability. The discriminant problem is not convex, so we use a minorization-maximization approach in order to efficiently optimize it when convex penalties are applied to the discriminant vectors. In particular, we consider the use of L(1) and fused lasso penalties. Our proposal is equivalent to recasting Fisher's discriminant problem as a biconvex problem. We evaluate the performances of the resulting methods on a simulation study, and on three gene expression data sets. We also survey past methods for extending LDA to the high-dimensional setting, and explore their relationships with our proposal.

SUBMITTER: Witten DM

PROVIDER: S-EPMC3272679 | biostudies-literature | 2011 Nov

REPOSITORIES: biostudies-literature

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Penalized classification using Fisher's linear discriminant.

Witten Daniela M DM Tibshirani Robert R

Journal of the Royal Statistical Society. Series B, Statistical methodology 20111101 5

We consider the supervised classification setting, in which the data consist of p features measured on n observations, each of which belongs to one of K classes. Linear discriminant analysis (LDA) is a classical method for this problem. However, in the high-dimensional setting where p ≫ n, LDA is not appropriate for two reasons. First, the standard estimate for the within-class covariance matrix is singular, and so the usual discriminant rule cannot be applied. Second, when p is large, it is dif ...[more]

PMID: 22323898

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Project description:Naturalistic stimuli like movies evoke complex perceptual processes, which are of great interest in the study of human cognition by functional MRI (fMRI). However, conventional fMRI analysis based on statistical parametric mapping (SPM) and the general linear model (GLM) is hampered by a lack of accurate parametric models of the BOLD response to complex stimuli. In this situation, statistical machine-learning methods, a.k.a. multivariate pattern analysis (MVPA), have received growing attention for their ability to generate stimulus response models in a data-driven fashion. However, machine-learning methods typically require large amounts of training data as well as computational resources. In the past, this has largely limited their application to fMRI experiments involving small sets of stimulus categories and small regions of interest in the brain. By contrast, the present study compares several classification algorithms known as Nearest Neighbor (NN), Gaussian Naïve Bayes (GNB), and (regularized) Linear Discriminant Analysis (LDA) in terms of their classification accuracy in discriminating the global fMRI response patterns evoked by a large number of naturalistic visual stimuli presented as a movie. Results show that LDA regularized by principal component analysis (PCA) achieved high classification accuracies, above 90% on average for single fMRI volumes acquired 2 s apart during a 300 s movie (chance level 0.7% = 2 s/300 s). The largest source of classification errors were autocorrelations in the BOLD signal compounded by the similarity of consecutive stimuli. All classifiers performed best when given input features from a large region of interest comprising around 25% of the voxels that responded significantly to the visual stimulus. Consistent with this, the most informative principal components represented widespread distributions of co-activated brain regions that were similar between subjects and may represent functional networks. In light of these results, the combination of naturalistic movie stimuli and classification analysis in fMRI experiments may prove to be a sensitive tool for the assessment of changes in natural cognitive processes under experimental manipulation.

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Penalized classification using Fisher's linear discriminant.

Publications

Penalized classification using Fisher's linear discriminant.

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