Wednesday, February 22, 2012

Wrong Normal Assumption on Linear Classifiers;

Normal assumption on weight vectors regularizes the by some precision matrix gamma. However normal distribution takes Mahalonobis distance , thus it fails to capture scaled version of weight vector.Also, If weight vectors assumed to be unit vectors than they will be distributed on unit hyper-sphere. It may worth to use von-misses distribution , but I think it will not differ too much.
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