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In the work of Santos [203] an empirically tuned formula for the choice
of an h value affording a convenient fat estimation of the error PDF was
proposed. The formula is inspired by another one proposed in [31] for the
choice of an optimal h value in the IMSE sense 2 :
h opt = s
1
d +4
4
( d +2) n
,
(6.7)
where s is the sample standard deviation of the data and d the dimensionality
of the PDF. For the estimation of the error PDF of c classes one should
substitute d for c in formula (6.7). For the fat estimation of the error PDF
the cited work [203] proposed, based on a large number of experiments with
different datasets, the following formula for h giving higher values than (6.7)
but with a similar behavior:
h fat =25 c
n
.
(6.8)
Note that nh fat →∞
as required (see Appendix E), and increases with c .
A comparison between the values of h fat and h opt for different values of c is
shown in Fig. 6.6. Note that h fat >h opt specially for small values of n .
Table 6.2 summarizes results of experiments reported in the cited work
[203], where details on the datasets are provided. The "Best h "column
presents the values of h achieving the minimum number of classification er-
rors in 20 experiments; the "Suggested h " column presents the averages of
the h values achieving the 10 smallest classification errors. For comparison,
Table 6.2 also shows the values supplied by formulas (6.7) and (6.8).
Tabl e 6 . 2 Values of h for the experiments reported in [203] and those obtained
with formulas (6.7) and (6.8).
Datasets
cn Best h
Suggested hh fat
h opt
Ionosphere
2
351
4.6
3.9
2.67
0.85
Sonar
2
208
3.4
3.7
3.47
0.92
Wdbc
2
569
1.4
1.7
2.10
0.78
XOR-n
2
200
4.0
4.7
3.54
0.93
Iris
3
150
4.0
3.6
5.00
1.05
Wine
3
178
4.6
4.2
4.59
1.02
PB12
4
608
1.8
2.2
2.87
0.93
XOR-n
4
200
5.2
5.0
5.00
1.07
Olive
9
572
4.6
5.4
4.43
1.20
2 Note that for the univariate case ( d =1 ) formula (6.7) reproduces formula (E.19),
when using the sample estimate of the standard deviation.
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