IEEE Transactions on Knowledge and Data Engineering · 2009 · 71 citations · 41 references
ComputingComputer ScienceData MiningMachine LearningStatistical LearningClassificationMetric LearningOptimization For Machine LearningOverfittingPattern RecognitionSupport Vector MachinesCross-validationNearest-neighbor ClassificationNeighborhood ChoiceNeighborhood SizeSupport Vector ClassificationSupport Vector Machine Classification
Local classifiers are sometimes called lazy learners because they do not train a classifier until presented with a test sample. However, such methods are generally not completely lazy because the neighborhood size k (or other locality parameter) is usually chosen by cross validation on the training set, which can require significant preprocessing and risks overfitting. We propose a simple alternative to cross validation of the neighborhood size that requires no preprocessing: instead of committing to one neighborhood size, average the discriminants for multiple neighborhoods. We show that this forms an expected estimated posterior that minimizes the expected Bregman loss with respect to the uncertainty about the neighborhood choice. We analyze this approach for six standard and state-of-the-art local classifiers, including discriminative adaptive metric kNN (DANN), a local support vector machine (SVM-KNN), hyperplane distance nearest neighbor (HKNN), and a new local Bayesian quadratic discriminant analysis (local BDA). The empirical effectiveness of this technique versus cross validation is confirmed with experiments on seven benchmark data sets, showing that similar classification performance can be attained without any training.
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Jerome H. Friedman · Journal of the American Statistical Association · 1989 · 2.3K citations · Full text