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Standard fixed symmetric kernel-type density estimators are known to encounter problems for positive random variables with a large probability mass close to zero. It is shown that, in such settings, alternatives of asymmetric gamma kernel estimators are superior, but also differ in asymptotic and finite sample performance conditionally on the shape of the density near zero and the exact form of the chosen kernel. Therefore, a refined version of the gamma kernel with an additional tuning parameter adjusted according to the shape of the density close to the boundary is suggested. A data-driven method for the appropriate choice of the modified gamma kernel estimator is also provided. An extensive simulation study compares the performance of this refined estimator to those of standard gamma kernel estimates and standard boundary corrected and adjusted fixed kernels. It is found that the finite sample performance of the proposed new estimator is superior in all settings. Two empirical applications based on high-frequency stock trading volumes and realized volatility forecasts demonstrate the usefulness of the proposed methodology in practice. 相似文献
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局部保持投影LPP(Locality Preserving Projection)是一种有效的非线性降维方法,能够使投影降维后的数据与原输入空间中的相似局部结构保持一致,但是该方法没有充分利用类间样本点的权重等重要信息。为了解决这个问题,提出基于Fisher准则的多流形判别分析FMMDA(Fisher Multi-Manifold Discriminant Analysis)方法。结合Fisher准则训练样本类内拉普拉斯图和样本均值类间拉普拉斯图,既保持了原样本的相似局部结构,又充分地利用了不同类别之间的权重。在ORL及Yale人脸库上验证了该方法的有效性。与其他几种最先进的方法相比,FMMDA方法取得了更好的识别效果。 相似文献
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针对传动带上严重堆叠、形状尺寸不规则的棒材,提出基于模糊梯度卷积核的在线棒材断面中心识别方法.以标准圆边缘为中心环,结合棒材断面边缘点偏离中心环的程度定义一个模糊梯度卷积核;通过模糊梯度卷积核与实时棒材断面梯度图像的卷积操作,实现棒材断面中心的增强;依次执行候选点选取、局部峰值抑制、距离检测步骤确定中心位置.实验结果表明,该方法能有效抑制棒材中心增强过程中易产生的峰值扩散现象,减少误识别和漏识别;平均计算时间为8.3 ms,满足系统实时性要求. 相似文献
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基于Fisher 准则和最大熵原理的SVM核参数选择方法 总被引:1,自引:0,他引:1
针对支持向量机(SVM)核参数选择困难的问题,提出一种基于Fisher准则和最大熵原理的SVM核参数优选方法.首先,从SVM分类器原理出发,提出SVM核参数优劣的衡量标准;然后,根据此标准利用Fisher准则来优选SVM核参数,并引入最大熵原理进一步调整算法的优选性能.整个模型采用粒子群优化算法(PSO)进行参数寻优.UCI标准数据集实验表明了所提方法具有良好的参数选择效果,优选出的核参数能够使SVM具有较高的泛化性能. 相似文献
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Zhonglong Zheng Mudan Yu Jiong Jia Huawen Liu Daohong Xiang Xiaoqiao Huang Jie Yang 《Pattern recognition》2014
In this paper, we consider the issue of computing low rank (LR) recovery of matrices with sparse errors. Based on the success of low rank matrix recovery in statistical learning, computer vision and signal processing, a novel low rank matrix recovery algorithm with Fisher discrimination regularization (FDLR) is proposed. Standard low rank matrix recovery algorithm decomposes the original matrix into a set of representative basis with a corresponding sparse error for modeling the raw data. Motivated by the Fisher criterion, the proposed FDLR executes low rank matrix recovery in a supervised manner, i.e., taking the with-class scatter and between-class scatter into account when the whole label information are available. The paper shows that the formulated model can be solved by the augmented Lagrange multipliers and provides additional discriminating power over the standard low rank recovery models. The representative bases learned by the proposed method are encouraged to be closer within the same class, and as far as possible between different classes. Meanwhile, the sparse error recovered by FDLR is not discarded as usual, but treated as a feedback in the following classification tasks. Numerical simulations demonstrate that the proposed algorithm achieves the state of the art results. 相似文献
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《Pattern recognition》2014,47(2):789-805
This paper studies Fisher linear discriminants (FLDs) based on classification accuracies for imbalanced datasets. An optimal threshold is found out from a series of empirical formulas developed, which is related not only to sample sizes but also to distribution regions. A mixed binary–decimal coding system is suggested to make the very dense datasets sparse and enlarge the class margins on condition that the neighborhood relationships of samples are nearly preserved. The within-class scatter matrices being or approximately singular should be moderately reduced in dimensionality but not added with tiny perturbations. The weight vectors can be further updated by a kind of epoch-limited (three at most) iterative learning strategy provided that the current training error rates come down accordingly. Putting the above ideas together, this paper proposes a type of integrated FLDs. The extensive experimental results over real-world datasets have demonstrated that the integrated FLDs have obvious advantages over the conventional FLDs in the aspects of learning and generalization performances for the imbalanced datasets. 相似文献
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