klaR (version 0.6-15)

loclda: Localized Linear Discriminant Analysis (LocLDA)

Description

A localized version of Linear Discriminant Analysis.

Usage

loclda(x, ...)

# S3 method for formula loclda(formula, data, ..., subset, na.action)

# S3 method for default loclda(x, grouping, weight.func = function(x) 1/exp(x), k = nrow(x), weighted.apriori = TRUE, ...)

# S3 method for data.frame loclda (x, ...)

# S3 method for matrix loclda(x, grouping, ..., subset, na.action)

Arguments

formula

Formula of the form ‘groups ~ x1 + x2 + ...’.

data

Data frame from which variables specified in formula are to be taken.

x

Matrix or data frame containing the explanatory variables (required, if formula is not given).

grouping

(required if no formula principal argument is given.) A factor specifying the class for each observation.

weight.func

Function used to compute local weights. Must be finite over the interval [0,1]. See Details below.

k

Number of nearest neighbours used to construct localized classification rules. See Details below.

weighted.apriori

Logical: if TRUE, class prior probabilities are computed using local weights (see Details below). If FALSE, equal priors for all classes actually occurring in the train data are used.

subset

An index vector specifying the cases to be used in the training sample.

na.action

A function to specify the action to be taken if NAs are found. The default action is for the procedure to fail. An alternative is na.omit which leads to rejection of cases with missing values on any required variable.

Further arguments to be passed to loclda.default.

Value

A list of class loclda containing the following components:

call

The (matched) function call.

learn

Matrix containing the values of the explanatory variables for all train observations.

grouping

Factor specifying the class for each train observation.

weight.func

Value of the argument weight.func.

k

Value of the argument k.

weighted.apriori

Value of the argument weighted.apriori.

Details

This is an approach to apply the concept of localization described by Tutz and Binder (2005) to Linear Discriminant Analysis. The function loclda generates an object of class loclda (see Value below). As localization makes it necessary to build an individual decision rule for each test observation, this rule construction has to be handled by predict.loclda. For convenience, the rule building procedure is still described here.

To classify a test observation \(x_s\), only the k nearest neighbours of \(x_s\) within the train data are used. Each of these k train observations \(x_i, i = 1,\dots,k\), is assigned a weight \(w_i\) according to $$w_i = K\left(\frac{||x_i-x_s||}{d_k}\right), i=1,\dots,k$$ where K is the weighting function given by weight.func, \(||x_i-x_s||\) is the euclidian distance of \(x_i\) and \(x_s\) and \(d_k\) is the euclidian distance of \(x_s\) to its \(k\)-th nearest neighbour. With these weights for each class \(A_g, g=1,\dots,G\), its weighted empirical mean \(\hat{\mu}_g\) and weighted empirical covariance matrix are computed. The estimated pooled (weighted) covariance matrix \(\hat{\Sigma}\) is then calculated from the individual weighted empirical class covariance matrices. If weighted.apriori is TRUE (the default), prior class probabilities are estimated according to: $$prior_g := \frac{\sum_{i=1}^k \left(w_i \cdot I (x_i \in A_g)\right)}{\sum_{i=1}^k \left( w_i \right)}$$ where I is the indicator function. If FALSE, equal priors for all classes are used. In analogy to Linear Discriminant Analysis, the decision rule for \(x_s\) is $$\hat{A} := argmax_{g \in 1,\dots,G} (posterior_g)$$ where $$posterior_g := prior_g \cdot \exp{\left( (-\frac{1}{2}) t(x_s-\hat{\mu}_g)\hat{\Sigma}^{-1}(x_s-\hat{\mu}_g)\right)} $$ If \(posterior_g < 10^{(-150)} \forall g \in \{1,\dots,G\}\), \(posterior_g\) is set to \(\frac{1}{G}\) for all \(g \in 1,\dots,G\) and the test observation \(x_s\) is simply assigned to the class whose weighted mean has the lowest euclidian distance to \(x_s\).

References

Tutz, G. and Binder, H. (2005): Localized classification. Statistics and Computing 15, 155-166.

See Also

predict.loclda, lda

Examples

# NOT RUN {
benchB3("lda")$l1co.error
benchB3("loclda")$l1co.error
# }