On optimal pairwise linear classifiers for normal distributions: The d-dimensional case
We consider the well-studied pattern recognition problem of designing linear classifiers. When dealing with normally distributed classes, it is well known that the optimal Bayes classifier is linear only when the covariance matrices are equal. This was the only known condition for classifier linearity. In a previous work, we presented the theoretical framework for optimal pairwise linear classifiers for two-dimensional normally distributed random vectors. We derived the necessary and sufficient conditions that the distributions have to satisfy so as to yield the optimal linear classifier as a pair of straight lines. In this paper we extend the previous work to d-dimensional normally distributed random vectors. We provide the necessary and sufficient conditions needed so that the optimal Bayes classifier is a pair of hyperplanes. Various scenarios have been considered including one which resolves the multi-dimensional Minsky's paradox for the perceptron. We have also provided some three-dimensional examples for all the cases, and tested the classification accuracy of the corresponding pairwise-linear classifier. In all the cases, these linear classifiers achieve very good performance. To demonstrate that the current pairwise-linear philosophy yields superior discriminants on real-life data, we have shown how linear classifiers determined using a maximum-likelihood estimate (MLE) applicable for this approach, yield better accuracy than the discriminants obtained by the traditional Fisher's classifier on a real-life data set. The multi-dimensional generalization of the MLE for these classifiers is currently being investigated.
|Keywords||Bayesian classification, Linear classifiers, Medical diagnosis, Minsky's paradox, Multi-dimensional normal distributions, Optimal classifiers|
Rueda, L.G. (Luis G.), & Oommen, J. (2003). On optimal pairwise linear classifiers for normal distributions: The d-dimensional case. Pattern Recognition, 36(1), 13–23. doi:10.1016/S0031-3203(02)00053-5