Fundamental Laws of Binary Classification

Finding discriminant functions of minimum risk binary classification systems is a novel geometric locus problem -- that requires solving a system of fundamental locus equations of binary classification -- subject to deep-seated statistical laws. We show that a discriminant function of a minimum risk binary classification system is the solution of a locus equation that represents the geometric locus of the decision boundary of the system, wherein the discriminant function is connected to the decision boundary by an intrinsic eigen-coordinate system in such a manner that the discriminant function is represented by a geometric locus of a novel principal eigenaxis -- formed by a dual locus of likelihood components and principal eigenaxis components. We demonstrate that a minimum risk binary classification system acts to jointly minimize its eigenenergy and risk by locating a point of equilibrium wherein critical minimum eigenenergies exhibited by the system are symmetrically concentrated in such a manner that the geometric locus of the novel principal eigenaxis of the system exhibits symmetrical dimensions and densities, such that counteracting and opposing forces and influences of the system are symmetrically balanced with each other -- about the geometric center of the locus of the novel principal eigenaxis -- whereon the statistical fulcrum of the system is located. Thereby, a minimum risk binary classification system satisfies a state of statistical equilibrium wherein the total allowed eigenenergy and the expected risk exhibited by the system are jointly minimized within the decision space of the system, so that the system exhibits the minimum probability of classification error.

Design of Data-Driven Mathematical Laws for Optimal Statistical Classification Systems

This article will devise data-driven, mathematical laws that generate optimal, statistical classification systems which achieve minimum error rates for data distributions with unchanging statistics. Thereby, I will design learning machines that minimize the expected risk or probability of misclassification. I will devise a system of fundamental equations of binary classification for a classification system in statistical equilibrium. I will use this system of equations to formulate the problem of learning unknown, linear and quadratic discriminant functions from data as a locus problem, thereby formulating geometric locus methods within a statistical framework. Solving locus problems involves finding equations of curves or surfaces defined by given properties and finding graphs or loci of given equations. I will devise three systems of data-driven, locus equations that generate optimal, statistical classification systems. Each class of learning machines satisfies fundamental statistical laws for a classification system in statistical equilibrium. Thereby, I will formulate three classes of learning machines that are scalable modules for optimal, statistical pattern recognition systems, all of which are capable of performing a wide variety of statistical pattern recognition tasks, where any given M-class statistical pattern recognition system exhibits optimal generalization performance for an M-class feature space.

Resolving the Geometric Locus Dilemma for Support Vector Learning Machines

Capacity control, the bias/variance dilemma, and learning unknown functions from data, are all concerned with identifying effective and consistent fits of unknown geometric loci to random data points. A geometric locus is a curve or surface formed by points, all of which possess some uniform property. A geometric locus of an algebraic equation is the set of points whose coordinates are solutions of the equation. Any given curve or surface must pass through each point on a specified locus. This paper argues that it is impossible to fit random data points to algebraic equations of partially configured geometric loci that reference arbitrary Cartesian coordinate systems. It also argues that the fundamental curve of a linear decision boundary is actually a principal eigenaxis. It is shown that learning principal eigenaxes of linear decision boundaries involves finding a point of statistical equilibrium for which eigenenergies of principal eigenaxis components are symmetrically balanced with each other. It is demonstrated that learning linear decision boundaries involves strong duality relationships between a statistical eigenlocus of principal eigenaxis components and its algebraic forms, in primal and dual, correlated Hilbert spaces. Locus equations are introduced and developed that describe principal eigen-coordinate systems for lines, planes, and hyperplanes. These equations are used to introduce and develop primal and dual statistical eigenlocus equations of principal eigenaxes of linear decision boundaries. Important generalizations for linear decision boundaries are shown to be encoded within a dual statistical eigenlocus of principal eigenaxis components. Principal eigenaxes of linear decision boundaries are shown to encode Bayes' likelihood ratio for common covariance data and a robust likelihood ratio for all other data.