On minimax feature selection and Bhattacharyya coefficients

This paper presents some preliminary results on minimax feature extraction and selection using the Bhattacharyya coefficient as the selection criterion. It is assumed that the only knowledge of the two classes of pattern vectors is the mean vectors and the covariance matrices, and the minimax approach is attractive for this case because it is relatively insensitive to the variation of the true distributions. The maximization of the Bhattacharyya coefficient is discussed briefly.