Abstract
We introduce a multi-step machine learning approach and use it to classify electroencephalogram (EEG) data. This approach works very well for high-dimensional spatio-temporal data with separable covariance matrix. At first all features are divided into subgroups and linear discriminant analysis (LDA) is used to obtain a score for each subgroup. Then LDA is applied to these scores, producing the overall score used for classification. In this way we avoid estimation of the high-dimensional covariance matrix of all spatio-temporal features. We investigate the classification performance with special attention to the small sample size case. We also present a theoretical error bound for the normal model with separable covariance matrix, which results in a recommendation on how subgroups should be formed for the data.
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© 2014 Springer International Publishing Switzerland
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Huy, N.H., Frenzel, S., Bandt, C. (2014). Two-Step Linear Discriminant Analysis for Classification of EEG Data. In: Spiliopoulou, M., Schmidt-Thieme, L., Janning, R. (eds) Data Analysis, Machine Learning and Knowledge Discovery. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Cham. https://doi.org/10.1007/978-3-319-01595-8_6
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DOI: https://doi.org/10.1007/978-3-319-01595-8_6
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-01595-8
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