Covariance Matrix Estimation and Classification With Limited Training Data.
Joseph P. HoffbeckDavid A. LandgrebePublished in: IEEE Trans. Pattern Anal. Mach. Intell. (1996)
Keyphrases
- covariance matrix
- training data
- classification accuracy
- class conditional densities
- covariance matrices
- decision trees
- training set
- supervised learning
- estimation error
- training samples
- mahalanobis distance
- support vector machine
- feature selection
- feature extraction
- geometrical interpretation
- sample size
- machine learning
- class labels
- support vector
- positive definite
- multivariate gaussian
- eigenvalues and eigenvectors
- feature set
- density estimation
- principal component analysis
- cma es
- learning algorithm
- correlation matrix
- eigendecomposition
- training dataset
- objective function
- parameter estimation
- model selection
- simulated annealing
- feature vectors
- upper bound