scholarly journals Distance between Two Classes: A Novel Kernel Class Separability Criterion

2009 ◽  
Vol E92-D (7) ◽  
pp. 1397-1400
Author(s):  
Jiancheng SUN ◽  
Chongxun ZHENG ◽  
Xiaohe LI
2007 ◽  
Vol 40 (7) ◽  
pp. 2021-2028 ◽  
Author(s):  
Dit-Yan Yeung ◽  
Hong Chang ◽  
Guang Dai

2011 ◽  
Vol 179-180 ◽  
pp. 409-414
Author(s):  
Su Qun Cao ◽  
Yun Feng Bu

Scatter matrix based class separability criterion is commonly used in supervised feature extraction. But calculations of scatter matrixes depend on labeled data, so this criterion can not be used in unsupervised pattern. This paper presents a method to extend scatter matrix based class separability criterion to unsupervised pattern by fuzzy theory. The basic idea is to optimize the defined fuzzy Fisher criterion function to figure out fuzzy scatter matrixes in unsupervised pattern. Based on the obtained fuzzy between-class scatter matrix and fuzzy within-class scatter matrix, a novel class separability criterion based unsupervised feature extraction is proposed. Experimental results on its applications in UCI datasets show its effectiveness.


2021 ◽  
Vol 11 (2) ◽  
pp. 472
Author(s):  
Hyeongmin Cho ◽  
Sangkyun Lee

Machine learning has been proven to be effective in various application areas, such as object and speech recognition on mobile systems. Since a critical key to machine learning success is the availability of large training data, many datasets are being disclosed and published online. From a data consumer or manager point of view, measuring data quality is an important first step in the learning process. We need to determine which datasets to use, update, and maintain. However, not many practical ways to measure data quality are available today, especially when it comes to large-scale high-dimensional data, such as images and videos. This paper proposes two data quality measures that can compute class separability and in-class variability, the two important aspects of data quality, for a given dataset. Classical data quality measures tend to focus only on class separability; however, we suggest that in-class variability is another important data quality factor. We provide efficient algorithms to compute our quality measures based on random projections and bootstrapping with statistical benefits on large-scale high-dimensional data. In experiments, we show that our measures are compatible with classical measures on small-scale data and can be computed much more efficiently on large-scale high-dimensional datasets.


2017 ◽  
Vol 22 (6) ◽  
pp. 1510-1534
Author(s):  
Ryan S. Mattson ◽  
Philippe de Peretti

In this paper, we use the weak separability criterion to check for the existence of six different monetary aggregates reported by the Center of Financial Stability (CFS). We implement an extended version of the semi-nonparametric tests introduced by Barnett and de Peretti on US monthly data from January 1967 to December 2012. The test, first, checks for the necessary existence conditions of an overall utility function and a monetary subutility function, and then tests for the separability of the latter. On different subsamples, our results suggest that only the DM1 aggregate meets the separability criterion. Implemented on macroeconomic data, we have tested a joint assumption about separability and the existence of a representative agent. Thus, the rejection of the null could also be due to the rejection of stringent Gorman's conditions. More advanced tests for weak separability are clearly required to confirm the results found in this paper.


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