Dynamic Supervised Principal Component Analysis for Classification

Autor: Ouyang, Wenbo, Wu, Ruiyang, Hao, Ning, Zhang, Hao Helen
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: This paper introduces a novel framework for dynamic classification in high dimensional spaces, addressing the evolving nature of class distributions over time or other index variables. Traditional discriminant analysis techniques are adapted to learn dynamic decision rules with respect to the index variable. In particular, we propose and study a new supervised dimension reduction method employing kernel smoothing to identify the optimal subspace, and provide a comprehensive examination of this approach for both linear discriminant analysis and quadratic discriminant analysis. We illustrate the effectiveness of the proposed methods through numerical simulations and real data examples. The results show considerable improvements in classification accuracy and computational efficiency. This work contributes to the field by offering a robust and adaptive solution to the challenges of scalability and non-staticity in high-dimensional data classification.
Databáze: arXiv