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Dimensionality reduction is an important pre-processing step in many applications. Linear discrim-inant analysis (LDA) is a classical statistical approach for supervised dimensionality reduction. It aims to maximize the ratio of the between-class distance to the within-class distance, thus maximizing the class discrimination. It has been used widely in many(More)
The classification of tissue samples based on gene expression data is an important problem in medical diagnosis of diseases such as cancer. In gene expression data, the number of genes is usually very high (in the thousands) compared to the number of data samples (in the tens or low hundreds); that is, the data dimension is large compared to the number of(More)
Classical Linear Discriminant Analysis (LDA) is not applicable for small sample size problems due to the singularity of the scatter matrices involved. Regularized LDA (RLDA) provides a simple strategy to overcome the singularity problem by applying a regularization term, which is commonly estimated via cross-validation from a set of candidates. However,(More)
Linear Discriminant Analysis (LDA) is a well-known method for feature extraction and dimension reduction. It has been used widely in many applications such as face recognition. Recently, a novel LDA algorithm based on QR Decomposition, namely LDA/QR, has been proposed, which is competitive in terms of classification accuracy with other LDA algorithms, but(More)
We study the relationship between Support Vector Machines (SVM) and Least Squares SVM (LS-SVM). Our main result shows that under mild conditions, LS-SVM for binary-class classifications is equivalent to the hard margin SVM based on the well-known Maha-lanobis distance measure. We further study the asymptotics of the hard margin SVM when the data(More)
Widely utilized in the field of Neuroscience, implantable neural recording devices could capture neuron activities with an acquisition rate on the order of megabytes per second. In order to efficiently transmit neural signals through wireless channels, these devices require compression methods that reduce power consumption. Although recent Compressed(More)
We propose a family of multi-task learning algorithms for collaborative computer aided diagnosis which aims to diagnose multiple clinically-related abnormal structures from medical images. Our formulations eliminate features irrelevant to all tasks, and identify discriminative features for each of the tasks. A probabilistic model is derived to justify the(More)