A two-stage linear discriminant analysis via QR-decomposition

Jieping Ye, Qi Li

Research output: Contribution to journalArticle

239 Scopus citations

Abstract

Linear Discriminant Analysis (LDA) is a well-known method for feature extraction and dimension reduction. It has been used widely in many applications involving high-dimensional data, such as image and text classification. An intrinsic limitation of classical LDA is the so-called singularity problems; that is, it fails when all scatter matrices are singular. Many LDA extensions were proposed in the past to overcome the singularity problems. Among these extensions, PCA+LDA, a two-stage method, received relatively more attention. In PCA+LDA, the LDA stage is preceded by an intermediate dimension reduction stage using Principal Component Analysis (PCA). Most previous LDA extensions are computationally expensive, and not scalable, due to the use of Singular Value Decomposition or Generalized Singular Value Decomposition. In this paper, we propose a two-stage LDA method, namely LDA/QR, which aims to overcome the singularity problems of classical LDA, while achieving efficiency and scalability simultaneously. The key difference between LDA/QR and PCA+LDA lies in the first stage, where LDA/QR applies QR decomposition to a small matrix involving the class centroids, while PCA+LDA applies PCA to the total scatter matrix involving all training data points. We further justify the proposed algorithm by showing the relationship among LDA/QR and previous LDA methods. Extensive experiments on face images and text documents are presented to show the effectiveness of the proposed algorithm.

Original languageEnglish (US)
Pages (from-to)929-941
Number of pages13
JournalIEEE Transactions on Pattern Analysis and Machine Intelligence
Volume27
Issue number6
DOIs
StatePublished - Jun 1 2005

Keywords

  • Classification
  • Dimension reduction
  • Linear discriminant analysis
  • QR decomposition

ASJC Scopus subject areas

  • Software
  • Computer Vision and Pattern Recognition
  • Computational Theory and Mathematics
  • Artificial Intelligence
  • Applied Mathematics

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