Optimizing Feature Extractioin for Multiclass problems Based on Classification Error

In this paper, we propose an optimizing feature extraction method for multiclass problems assuming normal distributions. Initially, We start with an arbitrary feature vector Assuming that the feature vector is used for classification, we compute the classification error Then we move the feature vector slightly in the direction so that classification error decreases most rapidly This can be done by taking gradient We propose two search methods, sequential search and global search In the sequential search, an additional feature vector is selected so that it provides the best accuracy along with the already chosen feature vectors In the global search, we are not constrained to use the chosen feature vectors Experimental results show that the proposed algorithm provides a favorable performance