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Multiclass linear discriminant analysis with ultrahigh‐dimensional features
Author(s) -
Li Yanming,
Hong Hyokyoung G.,
Li Yi
Publication year - 2019
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/biom.13065
Subject(s) - linear discriminant analysis , optimal discriminant analysis , pattern recognition (psychology) , artificial intelligence , computer science , mathematics
Within the framework of Fisher's discriminant analysis, we propose a multiclass classification method which embeds variable screening for ultrahigh‐dimensional predictors. Leveraging interfeature correlations, we show that the proposed linear classifier recovers informative features with probability tending to one and can asymptotically achieve a zero misclassification rate. We evaluate the finite sample performance of the method via extensive simulations and use this method to classify posttransplantation rejection types based on patients' gene expressions.