Iteratively reweighted fitting for reduced multivariate polynomial model

Recently a class of reduced multivariate polynomial models (RM) has been proposed that performs well in classification tasks involving few features and many training data. The RM method, however, adopts a ridge leastsquare estimator, overlooking the fact that least square error usually does not correspond to minimum classification error. In this paper, we propose an iteratively reweighted regression method and two novel weight functions for fitting the RM model (IRF-RM). The IRF-RM method iteratively increases the weights of samples prone to misclassification and decreases the weights of samples far from the decision boundary, making the IRF-RM model more suitable for efficient pattern classification. A number of benchmark data sets are used to evaluate the IRF-RM method. Experimental results indicate that IRF-RM achieves a higher or comparable classification accuracy compared with RM and several state-of-the-art classification approaches.