Correcting the KullbackโLeibler distance
โ
Frans M. Coetzee
๐
Article
๐
2005
๐
Elsevier Science
๐
English
โ 183 KB
A frequent practice in feature selection is to maximize the Kullback-Leibler (K-L) distance between target classes. In this note we show that this common custom is frequently suboptimal, since it fails to take into account the fact that classification occurs using a finite number of samples. In clas