On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “R-QDA”

Improved Design of Quadratic Discriminant Analysis Classifier in Unbalanced Settingsstat.ML

Improved R-QDA classifier performs well in unbalanced data settings.

problem High sensitivity of R-QDA to covariance matrix estimation noise in unbalanced data.

method Proposes an improved R-QDA with two regularization parameters and a modified bias.

result Significantly better classification performance compared to traditional R-QDA.

Quadratic Discriminant Analysis R-QDA Unbalanced Data Classification Performance Regularization

2020-06-11abs ↗pdf ↗

High-Dimensional Quadratic Discriminant Analysis under Spiked Covariance Modelcs.LG

A new QDA classifier for high-dimensional data with spiked covariance.

problem Classifying high-dimensional data with distinct covariance matrices.

method Proposes a novel quadratic classification technique with parameters chosen to maximize the fisher-discriminant ratio.

result The proposed classifier outperforms classical R-QDA and requires lower computational complexity.

Quadratic Discriminant Analysis High-dimensional Data Spiked Covariance Fisher Discriminant Ratio Regularization

2020-06-25abs ↗pdf ↗