Distance-Weighted Discrimination

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Distance Weighted Discrimination

High Dimension Low Sample Size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, it is seen that the popular Support Vector Machine suffers from “data piling” at the margin, which can diminish generalizability. This leads naturally to the development of Distance Weighted Discrimination, which is based on Second Order Cone Programmin...

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Distance Weighted Discrimination

High Dimension Low Sample Size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, it is seen that the appealing discrimination method called the Support Vector Machine can be improved. The revealing concept is “data piling” at the margin. This leads naturally to the development of “Distance Weighted Discrimination,” which also is bas...

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Sparse Distance Weighted Discrimination

Distance weighted discrimination (DWD) was originally proposed to handle the data piling issue in the support vector machine. In this paper, we consider the sparse penalized DWD for high-dimensional classification. The state-of-the-art algorithm for solving the standard DWD is based on second-order cone programming, however such an algorithm does not work well for the sparse penalized DWD with ...

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Asymptotic Properties of Distance-Weighted Discrimination

While Distance-Weighted Discrimination (DWD) is an appealing approach to classification in high dimensions, it was designed for balanced data sets. In the case of unequal costs, biased sampling or unbalanced data, there are major improvements available, using appropriately weighted versions of DWD. A major contribution of this paper is the development of optimal weighting schemes for various no...

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"Virus hunting"using radial distance weighted discrimination

Motivated by the challenge of using DNA-seq data to identify viruses in human blood samples, we propose a novel classification algorithm called " Radial Distance Weighted Discrimination " (or Radial DWD). This classifier is designed for binary classification, assuming one class is surrounded by the other class in very diverse radial directions, which is seen to be typical for our virus detectio...

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ژورنال

عنوان ژورنال: Journal of the American Statistical Association

سال: 2007

ISSN: 0162-1459,1537-274X

DOI: 10.1198/016214507000001120