Principal weighted logistic regression for sufficient dimension reduction in binary classification

Boyoung Kim, Seung Jun Shin

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

Sufficient dimension reduction (SDR) is a popular supervised machine learning technique that reduces the predictor dimension and facilitates subsequent data analysis in practice. In this article, we propose principal weighted logistic regression (PWLR), an efficient SDR method in binary classification where inverse-regression-based SDR methods often suffer. We first develop linear PWLR for linear SDR and study its asymptotic properties. We then extend it to nonlinear SDR and propose the kernel PWLR. Evaluations with both simulated and real data show the promising performance of the PWLR for SDR in binary classification.

Original languageEnglish
Pages (from-to)194-206
Number of pages13
JournalJournal of the Korean Statistical Society
Volume48
Issue number2
DOIs
Publication statusPublished - 2019 Jun 1

Keywords

  • Binary classification
  • Model-free feature extraction
  • Weighted logistic regression

ASJC Scopus subject areas

  • Statistics and Probability

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