2936 IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING, VOL. 57, NO. 12, DECEMBER 2010
Regularized Common Spatial Pattern With
Aggregation for EEG Classification
in Small-Sample Setting
Haiping Lu
∗
, Member, IEEE, How-Lung Eng, Member, IEEE, Cuntai Guan, Senior Member, IEEE,
Konstantinos N. Plataniotis, Senior Member, IEEE, and Anastasios N. Venetsanopoulos, Fellow, IEEE
Abstract—Common spatial pattern (CSP) is a popular algo-
rithm for classifying electroencephalogram (EEG) signals in the
context of brain–computer interfaces (BCIs). This paper presents
a regularization and aggregation technique for CSP in a small-
sample setting (SSS). Conventional CSP is based on a sample-based
covariance-matrix estimation. Hence, its performance in EEG clas-
sification deteriorates if the number of training samples is small.
To address this concern, a regularized CSP (R-CSP) algorithm is
proposed, where the covariance-matrix estimation is regularized
by two parameters to lower the estimation variance while reducing
the estimation bias. To tackle the problem of regularization param-
eter determination, R-CSP with aggregation (R-CSP-A) is further
proposed, where a number of R-CSPs are aggregated to give an
ensemble-based solution. The proposed algorithm is evaluated on
data set IVa of BCI Competition III against four other competing
algorithms. Experiments show that R-CSP-A significantly outper-
forms the other methods in average classification performance in
three sets of experiments across various testing scenarios, with
particular superiority in SSS.
Index Terms—Aggregation, brain–computer interface (BCI),
common spatial pattern (CSP), electroencephalogram (EEG),
generic learning, regularization, small sample.
I. INTRODUCTION
N
OWADAYS, electroencephalography (EEG) signal clas-
sification is receiving increasing attention in the biomedi-
cal engineering community [1]. EEG captures the electric field
generated by the central nervous system. Due to its simplicity,
inexpensiveness, and high temporal resolution, it is widely used
in noninvasive brain–computer interfaces (BCI) [2], [3], where
brain activity is translated into sequences of control commands
Manuscript received June 8, 2010; revised August 14, 2010; accepted
September 6, 2010. Date of publication September 30, 2010; date of current
version November 17, 2010. Asterisk indicates corresponding author.
∗
H. Lu is with the Institute for Infocomm Research, Agency for Science,
Technology and Research, Singapore 138632 (e-mail: hplu@ieee.org).
H.-L. Eng and C. Guan are with the Institute for Infocomm Research, Agency
for Science, Technology and Research, Singapore 138632 (e-mail: hleng@
i2r.a-star.edu.sg; ctguan@i2r.a-star.edu.sg).
K. N. Plataniotis is with the Department of Electrical and Computer En-
gineering, University of Toronto, Toronto, ON M5S 1A1, Canada (e-mail:
kostas@comm.utoronto.ca).
A. N. Venetsanopoulos is with the Department of Electrical and Computer
Engineering, Ryerson University, Toronto, ON M5B 2K3 Canada (e-mail:
tasvenet@gwemail.ryerson.ca).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TBME.2010.2082540
that enable a subject, such as a disable person, to communicate
to a device, such as a computer, without using the peripheral
nervous system [2]. In noninvasive EEG-based BCI, the study
of motor imagery is of particular interest. It is measurable as po-
tential changes in EEG signals, the event-related desynchroniza-
tion/synchronization (ERD/ERS) patterns. EEG has also been
an important tool in epilepsy diagnosis [4] for seizure detection,
classification, and localization.
EEG records brain activities as multichannel time series from
multiple electrodes placed on the scalp of a subject. However,
recorded multichannel EEG signals typically have very low
signal-to-noise ratio (SNR) [2], and they are not directly usable
in BCI applications. One of the most effective algorithms for
EEG signal classification is the common spatial pattern (CSP)
algorithm, which extracts spatial filters that encode the most
discriminative information [5]–[8]. CSP was first introduced
for the binary classification of EEG trials in [5]. It is designed to
find spatial projections that maximize the power/variance ratios
of the filtered signals for two classes. Its calculation is through a
simultaneous diagonalization of the covariance matrices of two
classes. Usually, only the first few most discriminative filters are
needed for classification.
This paper focuses on EEG signal classification in a small-
sample setting (SSS). There are two motivations for this prob-
lem. On one hand, this SSS problem often arises in practical
EEG signal-classification problem, when there is only a small
training set with limited number of trials available. It should
be noted that although a large number of data points can be
sampled from a trial with sufficiently high frequency, these data
points are highly dependent. Generally, they are not representa-
tive enough for EEG signal classification and a large number of
trials are still preferred for reliable classification performance.
On the other hand, as the user usually has to perform a tedious
calibration measurement before starting the BCI feedback ap-
plications, one important objective in BCI research is to reduce
the number of training trials needed (and the time needed) for a
specific task [9]. Since the conventional CSP algorithm is based
on sample-based covariance-matrix estimation, the accuracy of
the estimation will be affected significantly if there is only a
small training set.
The problem due to SSS in classification is common in many
other applications. Regularization was first introduced to tackle
the small-sample problem for linear and quadratic discriminant
analysis in the regularized discriminant analysis (RDA) [10].
It was pointed out in [10] that a small number of training
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