TY - JOUR

T1 - Weight Vector Tuning and Asymptotic Analysis of Binary Linear Classifiers

AU - Niyazi, Lama

AU - Kammoun, Abla

AU - Dahrouj, Hayssam

AU - Alouini, Mohamed-Slim

AU - Al-Naffouri, Tareq Y.

N1 - KAUST Repository Item: Exported on 2022-09-14
Acknowledged KAUST grant number(s): OSR-CRG2019-4041
Acknowledgements: This publication is based upon work supported by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR) under Award No. OSR-CRG2019-4041.

PY - 2022/7/29

Y1 - 2022/7/29

N2 - Unlike its intercept, a linear classifier's weight vector cannot be tuned by a simple grid search. Hence, this paper proposes weight vector tuning of a generic binary linear classifier through the parameterization of a decomposition of the discriminant by a scalar which controls the trade-off between conflicting informative and noisy terms. By varying this parameter, the original weight vector is modified in a meaningful way. Applying this method to a number of linear classifiers under a variety of data dimensionality and sample size settings reveals that the classification performance loss due to non-optimal native hyperparameters can be compensated for by weight vector tuning. This yields computational savings as the proposed tuning method reduces to tuning a scalar compared to tuning the native hyperparameter, which may involve repeated weight vector generation along with its burden of optimization, dimensionality reduction, etc., depending on the classifier. It is also found that weight vector tuning significantly improves the performance of Linear Discriminant Analysis (LDA) under high estimation noise. Proceeding from this second finding, an asymptotic study of the misclassification probability of the parameterized LDA classifier in the growth regime where the data dimensionality and sample size are comparable is conducted. Using random matrix theory, the misclassification probability is shown to converge to a quantity that is a function of the true statistics of the data. Additionally, an estimator of the misclassification probability is derived. Finally, computationally efficient tuning of the parameter using this estimator is demonstrated on real data.

AB - Unlike its intercept, a linear classifier's weight vector cannot be tuned by a simple grid search. Hence, this paper proposes weight vector tuning of a generic binary linear classifier through the parameterization of a decomposition of the discriminant by a scalar which controls the trade-off between conflicting informative and noisy terms. By varying this parameter, the original weight vector is modified in a meaningful way. Applying this method to a number of linear classifiers under a variety of data dimensionality and sample size settings reveals that the classification performance loss due to non-optimal native hyperparameters can be compensated for by weight vector tuning. This yields computational savings as the proposed tuning method reduces to tuning a scalar compared to tuning the native hyperparameter, which may involve repeated weight vector generation along with its burden of optimization, dimensionality reduction, etc., depending on the classifier. It is also found that weight vector tuning significantly improves the performance of Linear Discriminant Analysis (LDA) under high estimation noise. Proceeding from this second finding, an asymptotic study of the misclassification probability of the parameterized LDA classifier in the growth regime where the data dimensionality and sample size are comparable is conducted. Using random matrix theory, the misclassification probability is shown to converge to a quantity that is a function of the true statistics of the data. Additionally, an estimator of the misclassification probability is derived. Finally, computationally efficient tuning of the parameter using this estimator is demonstrated on real data.

UR - http://hdl.handle.net/10754/679976

UR - https://ieeexplore.ieee.org/document/9844816/

U2 - 10.1109/OJSP.2022.3195150

DO - 10.1109/OJSP.2022.3195150

M3 - Article

SP - 1

EP - 15

JO - IEEE Open Journal of Signal Processing

JF - IEEE Open Journal of Signal Processing

SN - 2644-1322

ER -