Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77220 
Year of Publication: 
1999
Series/Report no.: 
Technical Report No. 1999,43
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
We propose a computer intensive method for linear dimension reduction which minimizes the classification error directly. Simulated annealing (Bohachevsky et al 1986) as a modern optimization technique is used to solve this problem effectively. This approach easily allows to incorporate user requests by means of penalty terms. Simulations demonstrate the superiority of optimal classification to classical discriminant analysis (McLachlan 1992). Special emphasis is put on the case when discriminant analysis collapses.
Subjects: 
classification
discriminant analysis
error rate
simulated annealing
user requests
Document Type: 
Working Paper

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