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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Xia Hong Sheng Chen Harris, C.J. |
| Copyright Year | 1990 |
| Abstract | Many kernel classifier construction algorithms adopt classification accuracy as performance metrics in model evaluation. Moreover, equal weighting is often applied to each data sample in parameter estimation. These modeling practices often become problematic if the data sets are imbalanced. We present a kernel classifier construction algorithm using orthogonal forward selection (OFS) in order to optimize the model generalization for imbalanced two-class data sets. This kernel classifier identification algorithm is based on a new regularized orthogonal weighted least squares (ROWLS) estimator and the model selection criterion of maximal leave-one-out area under curve (LOO-AUC) of the receiver operating characteristics (ROCs). It is shown that, owing to the orthogonalization procedure, the LOO-AUC can be calculated via an analytic formula based on the new regularized orthogonal weighted least squares parameter estimator, without actually splitting the estimation data set. The proposed algorithm can achieve minimal computational expense via a set of forward recursive updating formula in searching model terms with maximal incremental LOO-AUC value. Numerical examples are used to demonstrate the efficacy of the algorithm |
| Sponsorship | IEEE Computational Intelligence Society |
| Page Count | 14 |
| File Size | 790992 |
| Starting Page | 28 |
| Ending Page | 41 |
| File Format | |
| ISSN | 10459227 |
| Volume Number | 18 |
| Issue Number | 1 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2007-01-01 |
| Publisher Place | U.S.A. |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Kernel Measurement Support vector machines Parameter estimation Least squares approximation Computational efficiency Classification algorithms Data analysis Algorithm design and analysis Councils receiver operating characteristics (ROCs) Forward selection imbalanced data sets kernel classifier leave-one-out (LOO) cross validation |
| Content Type | Text |
| Resource Type | Article |
| Subject | Artificial Intelligence Computer Networks and Communications Computer Science Applications Software |
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