A reproducing kernel Hilbert space framework for functional classification

Speaker: Peijun Sang

Date: Wed, Sep 22, 2021

Location: Online

Subject: Mathematics

Class: Scientific


The intrinsic infinite-dimensional nature of functional data creates a bottleneck in the application of traditional classifiers to functional settings. These classifiers are generally either unable to generalize to infinite dimensions or have poor performance due to the curse of dimensionality. To address this concern, we propose building a distance-weighted discrimination (DWD) classifier on scores obtained by projecting data onto one specific direction. We choose this direction by minimizing, over a reproducing kernel Hilbert space, an empirical risk function containing the DWD classifier loss function. Our proposed classifier avoids overfitting and enjoys the appealing properties of DWD classifiers. We further extend this framework to accommodate functional data classification problems where scalar covariates are involved. In contrast to previous work, we establish a non-asymptotic estimation error bound on the relative misclassification rate. Through simulation studies and a real-world application, we demonstrate that the proposed classifier performs favourably relative to other commonly used functional classifiers in terms of prediction accuracy in finite-sample settings.