Functional Sufficient Dimension Reduction for Functional Data Classification

We consider two novel functional classification methods for binary response and functional predictor. We extend the most popular functional sufficient dimension reduction methods such as functional sliced inverse regression (FSIR) and functional sliced average variance estimation (FSAVE) by introducing a regularized estimation procedure and incorporating the localized information of the functional predictor in the analysis. Compared to the existing FSIR and FSAVE, the proposed methods are appealing because they are capable of estimating more than one effective dimension reduction direction, whereas FSIR detects only one such direction and FSAVE produces inefficient estimation in the case of binary response. Moreover, our methods make use of the localized information of the functional predictor, thereby more efficiently capturing the nonlinear relation between the binary response and the functional predictor. Furthermore, the proposed methods can be extended to incorporate the ancillary unlabeled data in semi-supervised learning. The empirical performance and the applications of the proposed methods are demonstrated by simulation studies and real applications.

[1]  Piotr Kokoszka,et al.  Inference for Functional Data with Applications , 2012 .

[2]  De-Shuang Huang,et al.  Independent component analysis-based penalized discriminant method for tumor classification using gene expression data , 2006, Bioinform..

[3]  Fabrice Rossi,et al.  Support Vector Machine For Functional Data Classification , 2006, ESANN.

[4]  Heng Lian,et al.  Series expansion for functional sufficient dimension reduction , 2014, J. Multivar. Anal..

[5]  Frédéric Ferraty,et al.  Curves discrimination: a nonparametric functional approach , 2003, Comput. Stat. Data Anal..

[6]  James O. Ramsay,et al.  Functional Data Analysis , 2005 .

[7]  L. Ferré,et al.  Smoothed Functional Inverse Regression , 2005 .

[8]  Guochang Wang,et al.  Robust functional sliced inverse regression , 2017 .

[9]  P. Sarda,et al.  SPLINE ESTIMATORS FOR THE FUNCTIONAL LINEAR MODEL , 2003 .

[10]  Aldo Goia,et al.  A partitioned Single Functional Index Model , 2015, Comput. Stat..

[11]  Florentina Bunea,et al.  Functional classification in Hilbert spaces , 2005, IEEE Transactions on Information Theory.

[12]  Enea G. Bongiorno,et al.  Contributions in Infinite-Dimensional Statistics and Related Topics , 2014 .

[13]  Peter Hall,et al.  A Functional Data—Analytic Approach to Signal Discrimination , 2001, Technometrics.

[14]  Mike West,et al.  The Use of Unlabeled Data in Predictive Modeling , 2007, 0710.4618.

[15]  Ker-Chau Li Sliced inverse regression for dimension reduction (with discussion) , 1991 .

[16]  B. Silverman,et al.  Smoothed functional principal components analysis by choice of norm , 1996 .

[17]  Gareth M. James,et al.  Functional linear discriminant analysis for irregularly sampled curves , 2001 .

[18]  Magalie Fromont,et al.  Functional Classification with Margin Conditions , 2006, COLT.

[19]  Ho-Jin Lee,et al.  Optimal classification for time-course gene expression data using functional data analysis , 2008, Comput. Biol. Chem..

[20]  Sayan Mukherjee,et al.  Localized Sliced Inverse Regression , 2008, NIPS.

[21]  Y Wu,et al.  Effective dimension reduction for sparse functional data. , 2015, Biometrika.

[22]  Kehui Chen,et al.  Localized Functional Principal Component Analysis , 2015, Journal of the American Statistical Association.

[23]  Baoxue Zhang,et al.  Dimension reduction in functional regression using mixed data canonical correlation analysis , 2013 .

[24]  L. Ferré,et al.  Functional sliced inverse regression analysis , 2003 .

[25]  P. Hall,et al.  Achieving near perfect classification for functional data , 2012 .

[26]  Andrés M. Alonso,et al.  Supervised classification for functional data: A weighted distance approach , 2012, Comput. Stat. Data Anal..

[27]  José A. Vilar,et al.  Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach , 2004 .

[28]  Bing Li,et al.  Dimension reduction in regression without matrix inversion , 2007 .

[29]  Irene Epifanio,et al.  Shape Descriptors for Classification of Functional Data , 2008, Technometrics.

[30]  Christos Davatzikos,et al.  Multilevel Functional Principal Component Analysis for High-Dimensional Data , 2011, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America.

[31]  Ricardo Fraiman,et al.  Robust estimation and classification for functional data via projection-based depth notions , 2007, Comput. Stat..

[32]  Yan Zhou,et al.  The hybrid method of FSIR and FSAVE for functional effective dimension reduction , 2015, Comput. Stat. Data Anal..

[33]  Gareth M. James,et al.  Interpretable dimension reduction for classifying functional data , 2013, Comput. Stat. Data Anal..

[34]  Nan Lin,et al.  Functional contour regression , 2013, J. Multivar. Anal..

[35]  S T Roweis,et al.  Nonlinear dimensionality reduction by locally linear embedding. , 2000, Science.

[36]  Yuko Araki,et al.  Functional Logistic Discrimination Via Regularized Basis Expansions , 2009 .

[37]  Juan Romo,et al.  Depth-based classification for functional data , 2005, Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications.

[38]  Hans-Georg Müller,et al.  Classification using functional data analysis for temporal gene expression data , 2006, Bioinform..

[39]  Bani K. Mallick,et al.  Bayesian Curve Classification Using Wavelets , 2007 .

[40]  Allou Samé,et al.  A hidden process regression model for functional data description. Application to curve discrimination , 2010, Neurocomputing.

[41]  P. Vieu,et al.  Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics) , 2006 .

[42]  H. Lian Functional sufficient dimension reduction: Convergence rates and multiple functional case , 2015 .

[43]  Anestis Antoniadis,et al.  Dimension reduction in functional regression with applications , 2006, Comput. Stat. Data Anal..

[44]  Hyejin Shin An extension of Fisher's discriminant analysis for stochastic processes , 2008 .

[45]  James O. Ramsay,et al.  Applied Functional Data Analysis: Methods and Case Studies , 2002 .

[46]  Yufeng Liu,et al.  Adaptively Weighted Large Margin Classifiers , 2013, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America.

[47]  Sara López-Pintado,et al.  Robust Functional Supervised Classification for Time Series , 2014, J. Classif..

[48]  Xiang-Nan Feng,et al.  Functional Partial Linear Single‐index Model , 2016 .

[49]  Gérard Biau,et al.  FUNCTIONAL SUPERVISED CLASSIFICATION WITH WAVELETS , 2008 .

[50]  Nan Lin,et al.  Functional k-means inverse regression , 2014, Comput. Stat. Data Anal..

[51]  Gilbert Saporta,et al.  PLS classification of functional data , 2005, Comput. Stat..

[52]  Ayhan Demiriz,et al.  Semi-Supervised Support Vector Machines , 1998, NIPS.

[53]  D. Donoho,et al.  Hessian eigenmaps: Locally linear embedding techniques for high-dimensional data , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[54]  Ker-Chau Li,et al.  Sliced Inverse Regression for Dimension Reduction , 1991 .