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A Kernel-Induced Space Selection Approach To Model Selection Of Klda, Lei Wang, Kap Luk Chan, Ping Xue, Luping Zhou

Faculty of Engineering and Information Sciences - Papers: Part A

Model selection in kernel linear discriminant analysis (KLDA) refers to the selection of appropriate parameters of a kernel function and the regularizer. By following the principle of maximum information preservation, this paper formulates the model selection problem as a problem of selecting an optimal kernel-induced space in which different classes are maximally separated from each other. A scatter-matrix-based criterion is developed to measure the "goodness" of a kernel-induced space, and the kernel parameters are tuned by maximizing this criterion. This criterion is computationally efficient and is differentiable with respect to the kernel parameters. Compared with the leave-one-out (LOO) or -fold …