使用单变量最优判别分析改进两组多变量分类模型

Refining Two‐Group Multivariable Classification Models Using Univariate Optimal Discriminant Analysis*

DECISION SCIENCES · 1991
被引 21
人大 AABS 3

中文导读

提出用单变量最优判别分析优化Fisher判别分析得到的预测值,以最大化训练分类准确率,并通过三个例子展示该方法。

Abstract

ABSTRACT Fisher's discriminant analysis (FDA) is often used to obtain a prediction model for dichotomous classifications on the basis of two or more independent variables. FDA provides an equation whereby values on independent variables are combined into a single predicted value ( Y* ) that is compared against a cutpoint and direction in order to make classifications. Theoretically, univariate optimal discriminant analysis employed on these Y* will maximize training classification accuracy. This methodology is illustrated using three examples.

判别分析分类模型多变量统计机器学习