Sparse Robust Classification via the Kernel Mean

Many leading classification algorithms output a classifier that is a weighted average of kernel evaluations. Optimizing these weights is a nontrivial problem that still attracts much research effort. Furthermore, explaining these methods to the uninitiated is a difficult task. Letting all the weights be equal leads to a conceptually simpler classification rule, one that requires little effort to motivate or explain, the mean. Here we explore the consistency, robustness and sparsification of this simple classification rule.