Sparsifying the Fisher Linear Discriminant by Rotation
通过旋转使 Fisher 线性判别稀疏化
Summary Many high dimensional classification techniques have been proposed in the literature based on sparse linear discriminant analysis. To use them efficiently, sparsity of linear classifiers is a prerequisite. However, this might not be readily available in many applications, and rotations of data are required to create the sparsity needed. We propose a family of rotations to create the sparsity required. The basic idea is to use the principal components of the sample…