Fast semi-supervised discriminant analysis for binary classification of large data-sets

Joris Tavernier; Jaak Simm; Karl Meerbergen; Joerg Kurt Wegner; Hugo Ceulemans; Yves Moreau

doi:10.1016/j.patcog.2019.02.015

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arXiv · 1709.04794

Fast semi-supervised discriminant analysis for binary classification of large data-sets

Joris Tavernier·Jaak Simm·Karl Meerbergen·Joerg Kurt Wegner·Hugo Ceulemans·Yves Moreau

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Abstract

High-dimensional data requires scalable algorithms. We propose and analyze three scalable and related algorithms for semi-supervised discriminant analysis (SDA). These methods are based on Krylov subspace methods which exploit the data sparsity and the shift-invariance of Krylov subspaces. In addition, the problem definition was improved by adding centralization to the semi-supervised setting. The proposed methods are evaluated on a industry-scale data set from a pharmaceutical company to predict compound activity on target proteins. The results show that SDA achieves good predictive performance and our methods only require a few seconds, significantly improving computation time on previous state of the art.

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BibTeX RIS

Joris Tavernier, Jaak Simm, Karl Meerbergen, Joerg Kurt Wegner, Hugo Ceulemans, Yves Moreau. 2017-09-14. Fast semi-supervised discriminant analysis for binary classification of large data-sets. https://doi.org/10.1016/j.patcog.2019.02.015

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