Characterization of a family of algorithms for generalized discriminant analysis on undersampled problems

Jieping Ye

Research output: Contribution to journalArticle

293 Scopus citations

Abstract

A generalized discriminant analysis based on a new optimization criterion is presented. The criterion extends the optimization criteria of the classical Linear Discriminant Analysis (LDA) when the scatter matrices are singular. An efficient algorithm for the new optimization problem is presented. The solutions to the proposed criterion form a family of algorithms for generalized LDA, which can be characterized in a closed form. We study two specific algorithms, namely Uncorrelated LDA (ULDA) and Orthogonal LDA (OLDA). ULDA was previously proposed for feature extraction and dimension reduction, whereas OLDA is a novel algorithm proposed in this paper. The features in the reduced space of ULDA are uncorrelated, while the discriminant vectors of OLDA are orthogonal to each other. We have conducted a comparative study on a variety of real-world data sets to evaluate ULDA and OLDA in terms of classification accuracy.

Original languageEnglish (US)
JournalJournal of Machine Learning Research
Volume6
StatePublished - Jul 21 2005

Keywords

  • Dimension reduction
  • Linear discriminant analysis
  • Orthogonal LDA
  • Singular value decomposition
  • Uncorrelated LDA

ASJC Scopus subject areas

  • Software
  • Control and Systems Engineering
  • Statistics and Probability
  • Artificial Intelligence

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