EMLinearDiscriminantClassifier: Semi-Supervised Linear Discriminant Analysis using...

Description Usage Arguments Details References See Also

Description

Expectation Maximization applied to the linear discriminant classifier assuming Gaussian classes with a shared covariance matrix.

Usage

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EMLinearDiscriminantClassifier(X, y, X_u, method = "EM", scale = FALSE,
  eps = 1e-08, verbose = FALSE, max_iter = 100)

Arguments

X

matrix; Design matrix for labeled data

y

factor or integer vector; Label vector

X_u

matrix; Design matrix for unlabeled data

method

character; Currently only "EM"

scale

logical; Should the features be normalized? (default: FALSE)

eps

Stopping criterion for the maximinimization

verbose

logical; Controls the verbosity of the output

max_iter

integer; Maximum number of iterations

Details

Starting from the supervised solution, uses the Expectation Maximization algorithm (see Dempster et al. (1977)) to iteratively update the means and shared covariance of the classes (Maximization step) and updates the responsibilities for the unlabeled objects (Expectation step).

References

Dempster, A., Laird, N. & Rubin, D., 1977. Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society. Series B, 39(1), pp.1-38.

See Also

Other RSSL classifiers: GRFClassifier, ICLeastSquaresClassifier, ICLinearDiscriminantClassifier, KernelLeastSquaresClassifier, LaplacianKernelLeastSquaresClassifier, LaplacianSVM, LeastSquaresClassifier, LinearDiscriminantClassifier, LinearSVM, LinearTSVM, LogisticLossClassifier, LogisticRegression, MCLinearDiscriminantClassifier, MCNearestMeanClassifier, MCPLDA, MajorityClassClassifier, NearestMeanClassifier, QuadraticDiscriminantClassifier, S4VM, SVM, SelfLearning, TSVM, USMLeastSquaresClassifier, WellSVM, svmlin



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