Abstract
The article considers the problem of classification based on the given examples of classes. As a feature vector, a complete characteristic of object is assumed. The peculiarity of the problem being solved is that the number of examples of the class may be less than the dimension of the feature vector, and also most of the coordinates of the feature vector can be correlated. As a consequence, the feature covariance matrix calculated for the cluster of examples may be singular or ill-conditioned. This disenable a direct use of metrics based on this covariance matrix. The article presents a regularization method involving the additional use of statistical properties of the environment.
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