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Linear Bayes Normal Classifier (BayesNormal_1)

   [W,R,S,M] = LDC(A,R,S,M)
   [W,R,S,M] = A*LDC([],R,S,M);
   [W,R,S,M] = A*LDC(R,S,M);

 A Dataset
 R,S Regularisation parameters, 0 <= R,S <= 1 (optional; default: no regularisation, i.e. R,S = 0)
 M Dimension of subspace structure in covariance matrix (default: K,  all dimensions)

 W Linear Bayes Normal Classifier mapping
 R Value of regularisation parameter R as used
 S Value of regularisation parameter S as used
 M Value of regularisation parameter M as usedd


Computation of the linear classifier between the classes of the dataset A by assuming normal densities with equal covariance matrices. The joint  covariance matrix is the weighted (by a priori probabilities) average of  the class covariance matrices. R and S (0 <= R,S <= 1) are regularisation  parameters used for finding the covariance matrix G by

    G = (1-R-S)*G + R*diag(diag(G)) + S*mean(diag(G))*eye(size(G,1))

This covariance matrix is then decomposed as

    G = W*W' + sigma^2 * eye(K)

where W is a K x M matrix containing the M leading principal components  and sigma^2 is the mean of the K-M smallest eigenvalues. The use of soft labels  is supported. The classification A*W is computed by NORMAL_MAP.

If R, S or M is NaN the regularisation parameter is optimised by REGOPTC.  The best result are usually obtained by R = 0, S = NaN, M = [], or by  R = 0, S = 0, M = NaN (which is for problems of moderate or low dimensionality  faster). If no regularisation is supplied a pseudo-inverse of the  covariance matrix is used in case it is close to singular.

Note that A*(KLMS([],N)*NMC) performs a similar operation by first  pre-whitening the data in an N-dimensional space, followed by the  nearest mean classifier. The regularisation controlled by N is different  from the above in LDC as it entirely removes small variance directions.

To some extend LDC is also similar to FISHERC.



 a = gendatd;  % generate Gaussian distributed data in two classes
 w = ldc(a);   % compute a linear classifier between the classes
 scatterd(a);  % make a scatterplot
 plotc(w)      % plot the classifier


1. R.O. Duda, P.E. Hart, and D.G. Stork, Pattern classification, 2nd edition, John Wiley and Sons, New York, 2001.
2. A. Webb, Statistical Pattern Recognition, John Wiley & Sons, New York, 2002.
3. C. Liu and H. Wechsler, Robust Coding Schemes for Indexing and Retrieval from Large Face Databases, IEEE Transactions on Image Processing, vol. 9, no. 1, 2000, 132-136.

See also

mappings, datasets, regoptc, nmc, nmsc, ldc, udc, quadrc, normal_map, fisherc,

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PRTools User Guide

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