Optimizing the efficiency of cross-validation in linear discriminant analysis through selective use of the Sherman-Morrison-Woodbury inversion formula

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Tapp, Henri S. and Kemsley, E. Katherine ORCID: https://orcid.org/0000-0003-0669-3883 (2008) Optimizing the efficiency of cross-validation in linear discriminant analysis through selective use of the Sherman-Morrison-Woodbury inversion formula. Journal of Chemometrics, 22 (6). pp. 419-421. ISSN 0886-9383

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Abstract

Cross-validation (CV) is a necessary stage in the development of multivariate discriminant models, but is potentially very time-consuming. Significant time saving is possible by employing update formula to avoid unnecessary recalculations. We show that using the Sherman-Morrison-Woodbury (SMW) inversion formula can sometimes provide additional speed gains. The potential gain depends on the structure of the dataset and CV approach. We recommend comparing rival schemes before starting long computational tasks. Datasets and Matlab® m-files are available at www.metabolomics-nrp.org.uk/ publications.html

Item Type:	Article
Uncontrolled Keywords:	cross-validation,genetic algorithm,linear discriminant analysis,optimization,sherman-morrison-woodbury,analytical chemistry,applied mathematics ,/dk/atira/pure/subjectarea/asjc/1600/1602
Faculty \ School:	Faculty of Science > School of Chemistry
Related URLs:	http://www.scopus.com/inward/record.url?...
Depositing User:	LivePure Connector
Date Deposited:	06 Feb 2023 12:30
Last Modified:	06 Feb 2023 12:30
URI:	https://ueaeprints.uea.ac.uk/id/eprint/91031
DOI:	10.1002/cem.1138

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