A Test to Determine the Contributing Subspace in High-Dimensional Classification
Rauf Ahmad
What the paper says
Dimension reduction is an important, often essential, component of multivariate analysis. It is usually an intermediary step to make the multivariate inference of interest meaningful. In classification, for example, it helps determine the subset of features that significantly contribute to classification, in order to enhance the optimality of the classifier. The present article addresses this issue by modifying a classical test to determine the feature subspace which may be discarded as redundant to enable the remaining, potentially contributing, features to improve the classifier. The proposed test allows the dimension, also of sub-vectors, to exceed the sample sizes. The test is constructed under a general multivariate model, with normality as a special case, and a few mild assumptions. Two-class case is discussed in detail, with a brief extension to multi-class case. Simulations are used to demonstrate the accuracy of the proposed theory, and its applications are illustrated through several real data examples.
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.50 × 0.4 = 0.20 |
| M · momentum | 0.50 × 0.15 = 0.07 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.