Structurization of the Covariance Matrix by Process Type and Block-Diagonal Models in the Classifier Design
Volume 10, Issue 2 (1999), pp. 245–269
Pub. online: 1 January 1999
Type: Research Article
Published
1 January 1999
1 January 1999
Abstract
Structurization of the sample covariance matrix reduces the number of the parameters to be estimated and, in a case the structurization assumptions are correct, improves small sample properties of a statistical linear classifier. Structured estimates of the sample covariance matrix are used to decorellate and scale the data, and to train a single layer perceptron classifier afterwards. In most from ten real world pattern classification problems tested, the structurization methodology applied together with the data transformations and subsequent use of the optimally stopped single layer perceptron resulted in a significant gain in comparison with the best statistical linear classifier – the regularized discriminant analysis.