Multiclass Support Matrix Machines by Maximizing the Inter-Class Margin for Single Trial EEG Classification.

Accurate classification of Electroencephalogram (EEG) signals plays an important role in diagnoses of different type of mental activities. One of the most important challenges, associated with classification of EEG signals is how to design an efficient classifier consisting of strong generalization capability. Aiming to improve the classification performance, in this paper, we propose a novel multiclass support matrix machine (M-SMM) from the perspective of maximizing the inter-class margins. The objective function is a combination of binary hinge loss that works on C matrices and spectral elastic net penalty as regularization term. This regularization term is a combination of Frobenius and nuclear norm, which promotes structural sparsity and shares similar sparsity patterns across multiple predictors. It also maximizes the inter-class margin that helps to deal with complex high dimensional noisy data. The extensive experiment results supported by theoretical analysis and statistical tests show the effectiveness of the M-SMM for solving the problem of classifying EEG signals associated with motor imagery in brain-computer interface applications.