Page 172 - Introduction to Statistical Pattern Recognition
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154                        Introduction to Statistical Pattern Recognition


                      of  design  samples  are  relatively  small.  This  problem  will  be  addressed  in
                      Chapter 5.

                      Design Procedure of a Quadratic Classifier

                           The general quadratic classifier may be expressed as

                                                               WI
                                         h(X)=XTQX+VTX+v, ><  0,                 (4.103)
                                                               02
                      where  Q, V, and  v,,  are  a  matrix,  vector,  and  scalar,  respectively.  Therefore,
                      we can  optimizef(ql,l12,0T,0~)  (qi =E(h(X)lwi) and  O’  =Var(h(X)Iw;])
                      with  respect  to  Q, V, and  v,  as  was  done  in  linear  classifier  design.  Unfor-
                      tunately, the number of parameters,  [n (n +1)/2]+n +1, is too large, and O’  is the
                      function of  the third and fourth order moments of X.  Therefore, it is not prac-
                      tical to optimize f(ql ,q2,0:,0$).

                           Linearization:  Another  possibility  is  to  interpret  (4.103)  as  a  linear
                      equation as







                                               ll(Il+l)
                                                 2        It
                                             =  c.  aiyi + Cvixi + v,)  ,        (4.104)
                                                ,=I       i=l

                      where qij and  itt  are the components of Q and V. Each of  the new variables, yi,
                      represents  the product  of  two x’s,  and a is the corresponding  q.  Since (4.104)
                      is  a linear discriminant  function,  we  can apply  the  optimum  design  procedure
                      for a linear classifier, resulting  in
                                       .
                        [ai. . .a,(,,+1)/2~~1 . .~’,,IT = [S  KI + (~-S)K~I-*(D~   (4.105)
                                                                   -01).
                      where Dj and Kj are the expected vector and covariance matrix of Z  = [YTXTIT
                      with  [n(n+1)/2]+n variables.  Since  the  y’s  are  the  product  of  two  x’s, Ki
                      includes the third  and fourth order moments of  X.  Again,  the number of  vari-
                      ables is too large to compute (4.105) in practice.

                           Data display: A practical  solution  to improve  the  quadratic classifier of
                      (4.1)  is  to  plot  samples  in  a  coordinate  system,  where  d!(X) =
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