Trendafilov, Nickolay T. and Jolliffe, Ian T.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1016/j.csda.2006.12.046|
|Google Scholar:||Look up in Google Scholar|
The objective of DALASS is to simplify the interpretation of Fisher’s discriminant function coefficients. The DALASS problem—discriminant analysis (DA) modified so that the canonical variates satisfy the LASSO constraint—is formulated as a dynamical system on the unit sphere. Both standard and orthogonal canonical variates are considered. The globally convergent continuous-time algorithms are illustrated numerically and applied to some well-known data sets.
|Item Type:||Journal Article|
|Keywords:||Canonical variates; Orthogonal canonical variates; LASSO constraint; Penalty function; Continuous-time constrained optimization;Steepest ascent vector flows on manifolds|
|Academic Unit/Department:||Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
|Depositing User:||Nickolay Trendafilov|
|Date Deposited:||11 Apr 2007|
|Last Modified:||02 Aug 2016 13:05|
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