Efficient cross-validation of kernel Fisher discriminant classifiers

Research output: Contribution to conferencePaper

Abstract

Mika et al. [1] introduce a non-linear formulation of the Fisher discriminant based the well-known "kernel trick", later shown to be equivalent to the Least-Squares Support Vector Machine [2, 3]. In this paper, we show that the cross-validation error can be computed very efficiently for this class of kernel machine, specifically that leave-one-out cross-validation can be performed with a computational complexity of only O(l3) operations (the same as that of the basic training algorithm), rather than the O(l4) of a direct implementation. This makes leave-one-out cross-validation a practical proposition for model selection in much larger scale applications of KFD classifiers.
Original languageEnglish
Pages241-246
Number of pages6
Publication statusPublished - Apr 2003
EventProceedings of the European Symposium on Artificial Neural Networks (ESANN-2003) - Bruges, Belgium
Duration: 23 Apr 200325 Apr 2003

Conference

ConferenceProceedings of the European Symposium on Artificial Neural Networks (ESANN-2003)
CountryBelgium
CityBruges
Period23/04/0325/04/03

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