RMS BOUNDS AND SAMPLE SIZE CONSIDERATIONS FOR ERROR ESTIMATION IN LINEAR DISCRIMINANT ANALYSIS Conference Paper uri icon

abstract

  • The validity of a classifier depends on the precision of the error estimator used to estimate its true error. This paper considers the necessary sample size to achieve a given validity measure, namely RMS, for resubstitution and leave-one-out error estimators in the context of LDA. It provides bounds for the RMS between the true error and both the resubstitution and leave-one-out error estimators in terms of sample size and dimensionality. These bounds can be used to determine the minimum sample size in order to obtain a desired estimation accuracy, relative to RMS. To show how these results can be used in practice, a microar-ray classification problem is presented. 2010 IEEE.

name of conference

  • 2010 IEEE International Workshop on Genomic Signal Processing and Statistics (GENSIPS)

published proceedings

  • 2010 IEEE INTERNATIONAL WORKSHOP ON GENOMIC SIGNAL PROCESSING AND STATISTICS (GENSIPS)

author list (cited authors)

  • Zollanvari, A., Braga-Neto, U. M., & Dougherty, E. R.

citation count

  • 0

complete list of authors

  • Zollanvari, Amin||Braga-Neto, Ulisses M||Dougherty, Edward R

publication date

  • January 2010