Optimal feature extraction for normally distributed multicall data

가우시안 분포의 다중클래스 데이터에 대한 최적 피춰추출 방법

In this paper, we propose an optimal feature extraction method for normally distributed multiclass data. We search the whole feature space to find a set of features that give the smallest classification error for the Gaussian ML classifier. Initially, we start with an arbitrary feature vector. Assuming that the feature vector is used for classification, we compute the classification error. Then we move the feature vector slightly and compute the classification error with this vector. Finally we update the feature vector such that the classification error decreases most rapidly. This procedure is done by taking gradient. Alternatively, the initial vector can be those found by conventional feature extraction algorithms. We propose two search methods, sequential search and global search. Experiment results show that the proposed method compares favorably with the conventional feature extraction methods.