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An improved training algorithm for kernel Fisher discriminants
Proceedings of the Eighth International Workshop on Artificial Intelligence and Statistics, PMLR R3:209-215, 2001.
Abstract
We present a fast training algorithm for the kernel Fisher discriminant classifier. It uses a greedy approximation technique and has an empirical scaling behavior which improves upon the state of the art by more than an order of magnitude, thus rendering the kernel Fisher algorithm a viable option also for large datasets.