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Activity Number: 399
Type: Invited
Date/Time: Tuesday, August 6, 2013 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Learning and Data Mining
Abstract - #307237
Title: Sufficient Dimension Reduction in Binary Classification
Author(s): Seung Jun Shin and Yichao Wu*+ and Hao Helen Zhang and Yufeng Liu
Companies: North Carolina State University and NC State University and University of Arizona and The University of North Carolina
Keywords: binary classification ; sufficient dimension reduction
Abstract:

Reducing dimensionality of data is essential for binary classification with high-dimensional covariates. In the context of sufficient dimension reduction (SDR), most, if not all, existing SDR methods suffer in binary classification. In this talk, we target directly at the SDR for binary classification and propose a new method based on support vector machines. The new method is supported by both numerical evidence and theoretical justification.


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