Sparse Fisher Discriminant Analysis for Computer Aided Detection

Abstract

We describe a method for sparse feature selection for a class of problems motivated by our work in Computer-Aided Detection (CAD) systems for identifying structures of interest in medical images. We propose a sparse formulation for Fisher Linear Discriminant (FLD) that scales well to large datasets; our method inherits all the desirable properties of FLD, while improving on handling large numbers of irrelevant and redundant features. We demonstrate that our sparse FLD formulation outperforms conventional FLD and two other methods for feature selection from the literature on both an artificial dataset and a real-world Colon CAD dataset.