A novel iterative linear classification algorithm is developed from a maximum likelihood (ML) linear classifier. The main contribution of this paper is the discovery that a well-known maximum likelihood linear classifier with regularization is the solution to a contraction mapping for an acceptable range of values of the regularization parameter. Hence, a novel iterative scheme is proposed that converges to a fixed point, the globally optimum solution. To the best of our knowledge, this formulation has not been discovered before. Furthermore, the proposed iterative solution converges to a fixed point at a rate faster than the traditional gradient descent technique. The performance of the proposed iterative solution is compared to conventional gradient descent methods on linear and non-linearly separable data in terms of both convergence speed and overall classification performance.
Prasanna Reddy Pulakurthi, Sohail A. Dianat, Majid Rabbani, Suya You, Raghuveer M. Rao, "A globally optimal fast iterative linear maximum likelihood classifier" in Electronic Imaging, 2023, pp 172-1 - 172-5, https://doi.org/10.2352/EI.2023.35.14.COIMG-172