Distributed Sparse Multicategory Discriminant Analysis
- URL: http://arxiv.org/abs/2202.10913v1
- Date: Tue, 22 Feb 2022 14:23:33 GMT
- Title: Distributed Sparse Multicategory Discriminant Analysis
- Authors: Hengchao Chen, Qiang Sun
- Abstract summary: This paper proposes a convex formulation for sparse multicategory linear discriminant analysis and then extend it to the distributed setting when data are stored across multiple sites.
Theoretically, we establish statistical properties ensuring that the distributed sparse multicategory linear discriminant analysis performs as good as the centralized version after a few rounds of communications.
- Score: 1.7223564681760166
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper proposes a convex formulation for sparse multicategory linear
discriminant analysis and then extend it to the distributed setting when data
are stored across multiple sites. The key observation is that for the purpose
of classification it suffices to recover the discriminant subspace which is
invariant to orthogonal transformations. Theoretically, we establish
statistical properties ensuring that the distributed sparse multicategory
linear discriminant analysis performs as good as the centralized version after
{a few rounds} of communications. Numerical studies lend strong support to our
methodology and theory.
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