Application of Non Parametric Empirical Bayes Estimation to High Dimensional Classification

Eitan Greenshtein, Junyong Park; 10(Jul):1687--1704, 2009.

Abstract

We consider the problem of classification using high dimensional features' space. In a paper by Bickel and Levina (2004), it is recommended to use naive-Bayes classifiers, that is, to treat the features as if they are statistically independent.

Consider now a sparse setup, where only a few of the features are informative for classification. Fan and Fan (2008), suggested a variable selection and classification method, called FAIR. The FAIR method improves the design of naive-Bayes classifiers in sparse setups. The improvement is due to reducing the noise in estimating the features' means. This reduction is since that only the means of a few selected variables should be estimated.

We also consider the design of naive Bayes classifiers. We show that a good alternative to variable selection is estimation of the means through a certain non parametric empirical Bayes procedure. In sparse setups the empirical Bayes implicitly performs an efficient variable selection. It also adapts very well to non sparse setups, and has the advantage of making use of the information from many "weakly informative" variables, which variable selection type of classification procedures give up on using.

We compare our method with FAIR and other classification methods in simulation for sparse and non sparse setups, and in real data examples involving classification of normal versus malignant tissues based on microarray data.

[abs][pdf]




Home Page

Papers

Submissions

News

Editorial Board

Announcements

Proceedings

Open Source Software

Search

Statistics

Login

Contact Us



RSS Feed