Journal article
Another look at distance-weighted discrimination
Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol.80(1), pp.177-198
01/01/2018
DOI: 10.1111/rssb.12244
Abstract
Distance-weighted discrimination (DWD) is a modern margin-based classifier with an interesting geometric motivation. It was proposed as a competitor to the support vector machine (SVM). Despite many recent references on DWD, DWD is far less popular than the SVM, mainly because of computational and theoretical reasons. We greatly advance the current DWD methodology and its learning theory. We propose a novel thrifty algorithm for solving standard DWD and generalized DWD, and our algorithm can be several hundred times faster than the existing state of the art algorithm based on second-order cone programming. In addition, we exploit the new algorithm to design an efficient scheme to tune generalized DWD. Furthermore, we formulate a natural kernel DWD approach in a reproducing kernel Hilbert space and then establish the Bayes risk consistency of the kernel DWD by using a universal kernel such as the Gaussian kernel. This result solves an open theoretical problem in the DWD literature. A comparison study on 16 benchmark data sets shows that data-driven generalized DWD consistently delivers higher classification accuracy with less computation time than the SVM.
Details
- Title: Subtitle
- Another look at distance-weighted discrimination
- Creators
- Boxiang Wang - University of MinnesotaHui Zou - University of Minnesota
- Resource Type
- Journal article
- Publication Details
- Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol.80(1), pp.177-198
- DOI
- 10.1111/rssb.12244
- ISSN
- 1369-7412
- eISSN
- 1467-9868
- Publisher
- WILEY
- Number of pages
- 22
- Grant note
- DMS-1505111 / National Science Foundation
- Language
- English
- Date published
- 01/01/2018
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257624402771
Metrics
17 Record Views