NASA NTRS · 19740015040
On differentiating the probability of error in the multipopulation feature selection problem, 2
Abstract
A condition for the Gateaux differentiability of the probability of misclassification as a function of a feature selection matrix B, assuming a maximum likelihood classifier and normally distributed populations, is given. It is also shown that if the probability of error has a local minimum at B then it is differentiable at B.
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Peters, B. C.. 1974-03-01. On differentiating the probability of error in the multipopulation feature selection problem, 2. https://ntrs.nasa.gov/citations/19740015040
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