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Optimizing Spatial Filters for BCI:
Margin- and Evidence-Maximization Approaches
AbstractWe present easy-to-use alternatives to the often-used two-stage Common Spatial Pattern~\cite{Koles1990CSP}+classifier approach for spatial filtering and classification of Event-Related Desychnronization signals in BCI. We report two algorithms that aim to optimize the spatial filters according to a criterion more directly related to the ability of the algorithms to generalize to unseen data. Both are based upon the idea of treating the spatial filter coefficients as hyperparameters for a kernel/covariance function defined over the normal CSP log-variance features. We then optimize these hyper-parameters directly along side the normal classifier parameters with respect to our chosen learning objective function. The two objectives considered are margin-maximization as used in Support-Vector Machines~\cite{Scholkopf2002LearnWKernels}, and the evidence maximization framework used in Gaussian Processes~\cite{Rasmussen2006GPforML}.
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