Fisher classifier and its probability of error estimation
C. B. Chittineni · NASA STI Repository (National Aeronautics and Space Administration)
Computationally efficient expressions are derived for estimating the probability of error using the leave-one-out method. The optimal threshold for the classification of patterns projected onto Fisher's direction is derived. A simple generalization of the Fisher classifier to multiple classes is presented. Computational expressions are developed for estimating the probability of error of the multiclass Fisher classifier.