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Simple and interpretable discrimination

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  • Trendafilov, Nickolay T.
  • Vines, Karen

Abstract

A number of approaches have been proposed for constructing alternatives to principal components that are more easily interpretable, while still explaining considerable part of the data variability. One such approach is employed in order to produce interpretable canonical variates and explore their discrimination behavior, which is more complicated as orthogonality with respect to the within-groups sums-of-squares matrix is involved. The proposed simple and interpretable canonical variates are an optimal choice between good and sparse approximation to the original ones, rather than identifying the variables that dominate the discrimination. The numerical algorithms require low computational cost, and are illustrated on the Fisher's iris data and on moderately large real data.

Suggested Citation

  • Trendafilov, Nickolay T. & Vines, Karen, 2009. "Simple and interpretable discrimination," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 979-989, February.
    • Handle: RePEc:eee:csdana:v:53:y:2009:i:4:p:979-989
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    References listed on IDEAS

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    1. Duintjer Tebbens, Jurjen & Schlesinger, Pavel, 2007. "Improving implementation of linear discriminant analysis for the high dimension/small sample size problem," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 423-437, September.
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    7. Trendafilov, Nickolay T. & Jolliffe, Ian T., 2006. "Projected gradient approach to the numerical solution of the SCoTLASS," Computational Statistics & Data Analysis, Elsevier, vol. 50(1), pages 242-253, January.
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    1. Luigi Ippoliti & Simone Di Zio & Arcangelo Merla, 2014. "Classification of biomedical signals for differential diagnosis of Raynaud's phenomenon," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(8), pages 1830-1847, August.
    2. Nickolay T. Trendafilov & Tsegay Gebrehiwot Gebru, 2016. "Recipes for sparse LDA of horizontal data," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 207-221, August.

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