Selective feature extraction via signal decomposition

In this article, a mathematical framework that jointly optimizes the parameters of classifier and feature extractor is presented. In this approach, feature extraction is formulated as a process of projecting the signals onto a smaller subspace in which the statistical properties of the signal can be efficiently modeled. An algorithm, called statistical matching pursuit (SMP), is proposed to learn from the training data the optimal projection dimensions and the extent of signal reduction. The algorithm is designed to achieve unconditional convergence and can be seamlessly incorporated into the expectation-maximization (EM) algorithm employed to train the classifier. Finally, we report some experimental results on speech recognition and elaborate the potential of the proposed method.