A DC Algorithm Scheme For Generalized Eigenvalue Classifiers
Xing Gao, Tao Yan, Kai You Wang · 2023
Generalized eigenvalue classffiers handle the classification problem very well. However, the major disadvantages of generalized eigenvalue based method lie in that they may be time-consuming and fail to get a stable or optimal solution due to the matrix singularity. This paper proposes a new method using a DC Algorithm scheme to solve a fractional optimization models which ensure the optimality of the solution. Numerical experiments show that the proposed method can get better results for public data sets.