Decorrelated nearest shrunken centroids for tensor data

Abstract

AbstractThe nearest shrunken centroids (NSC) method is an efficient and accurate classifier. However, it is incapable of modelling correlation among predictors. Moreover, many contemporary datasets have tensor predictors that cannot be directly handled by NSC. We tackle these challenges by proposing a new distance‐based classifier, tensor decorrelated NSC (TDNSC). TDNSC leverages the popular separable covariance structure on tensor data to decorrelate data and allow easy application of NSC afterwards. Unlike existing tensor classifiers that often rely on complicated iterative algorithms, TDNSC has analytical solutions. The theoretical properties and empirical results suggest that TDNSC is a promising method for tensor classification.