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Asymptotic Generalization Bound of Fisher's Linear Discriminant Analysis
Asymptotic Generalization Bound Fisher's Linear Discriminant Analysis
2012/9/17
Fisher’s linear discriminant analysis (FLDA) is an important dimension reduction method in sta-tistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homos...
Generalization error for multi-class margin classification
Convex and nonconvex losses import vector machines $psi$-learning sparse learning support vector machines
2009/9/16
In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of va...