Related papers: Cellwise robust regularized discriminant analysis
In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…
Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…
We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets.…
This Generalized Discriminant Analysis (GDA) has provided an extremely powerful approach to extracting non linear features. The network traffic data provided for the design of intrusion detection system always are large with ineffective…
We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…
In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which…
In this paper, we propose an efficient semidefinite programming (SDP) approach to worst-case linear discriminant analysis (WLDA). Compared with the traditional LDA, WLDA considers the dimensionality reduction problem from the worst-case…
Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection…
We introduce a new algorithm, extended regularized dual averaging (XRDA), for solving regularized stochastic optimization problems, which generalizes the regularized dual averaging (RDA) method. The main novelty of the method is that it…
Cellwise Robust Twoblock (CRTB) is introduced, the first cellwise robust method for simultaneous dimension reduction of multivariate predictor and response blocks, in both a dense and a sparse variable-selecting variant. Classical robust…
We propose a new Q-learning variant, called 2RA Q-learning, that addresses some weaknesses of existing Q-learning methods in a principled manner. One such weakness is an underlying estimation bias which cannot be controlled and often…
Reliable outlier detection in high-dimensional data is crucial in modern science, yet it remains a challenging task. Traditional methods often break down in these settings due to their reliance on asymptotic behaviors with respect to sample…
In response to the challenges of data mining, discriminant analysis continues to evolve as a vital branch of statistics. Our recently introduced method of vertex discriminant analysis (VDA) is ideally suited to handle multiple categories…
The performance of machine learning and pattern recognition algorithms generally depends on data representation. That is why, much of the current effort in performing machine learning algorithms goes into the design of preprocessing…
Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…
Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…
Detecting anomalies in tabular data is critical for many real-world applications, such as credit card fraud detection. With the rapid advancements in large language models (LLMs), state-of-the-art performance in tabular anomaly detection…
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…
This work introduces the Matrix Minimum Covariance Determinant (MMCD) method, a novel robust location and covariance estimation procedure designed for data that are naturally represented in the form of a matrix. Unlike standard robust…
Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…