Rank-k Maximal Statistics for Divergence and Probability of Misclassification

Abstract

A technique is developed for selecting from n-channel multispectral data some k combinations of the n-channels upon which to base a given classification technique so that some measure of the loss of the ability to distinguish between classes, using the compressed k-dimensional data, is minimized. Information loss in compressing the n-channel data to k channels is taken to be the difference in the average interclass divergences (or probability of misclassification) in n-space and in k-space.