TY - GEN
T1 - Robust High-Dimensional Linear Discriminant Analysis under Training Data Contamination
AU - Shi, Yuyang
AU - Deshmukh, Aditya
AU - Mei, Yajun
AU - Veeravalli, Venugopal
N1 - Publisher Copyright:
© 2023 IEEE.
PY - 2023
Y1 - 2023
N2 - The problem of robust Sparse Linear Discriminant Analysis (LDA) in high-dimensions is studied, in which a fraction of the training data may be corrupted by an adversary. A computationally efficient algorithm is proposed by adapting robust mean estimation along with a calibration framework for LDA. Theoretical properties of the proposed algorithm are established for both the estimation error of the optimal projection vector and the mis-classification rate. Results from extensive numerical studies on both synthetic and real datasets are reported to show the usefulness of our algorithm.
AB - The problem of robust Sparse Linear Discriminant Analysis (LDA) in high-dimensions is studied, in which a fraction of the training data may be corrupted by an adversary. A computationally efficient algorithm is proposed by adapting robust mean estimation along with a calibration framework for LDA. Theoretical properties of the proposed algorithm are established for both the estimation error of the optimal projection vector and the mis-classification rate. Results from extensive numerical studies on both synthetic and real datasets are reported to show the usefulness of our algorithm.
UR - http://www.scopus.com/inward/record.url?scp=85171447943&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85171447943&partnerID=8YFLogxK
U2 - 10.1109/ISIT54713.2023.10206749
DO - 10.1109/ISIT54713.2023.10206749
M3 - Conference contribution
AN - SCOPUS:85171447943
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 2099
EP - 2104
BT - 2023 IEEE International Symposium on Information Theory, ISIT 2023
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2023 IEEE International Symposium on Information Theory, ISIT 2023
Y2 - 25 June 2023 through 30 June 2023
ER -