Margin Based Dimensionality Reduction and Generalization
Abstract
Linear discriminant analysis (LDA) for dimension reduction has been applied to a wide variety of problems such as face recognition. However, it has a major computational difficulty when the number of dimensions is greater than the sample size. In this paper, we propose a margin based criterion for linear dimension reduction that addresses the above problem associated with LDA. We establish an error bound for our proposed technique by showing its relation to least squares regression. In addition, there are well established numerical procedures such as semi-definite programming for optimizing the proposed criterion. We demonstrate the efficacy of our proposal and compare it against other competing techniques using a number of examples.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 2010
- Accession Number
- ADA530724
Entities
People
- Guna Seetharaman
- Jing Peng
- Stefan Robila
- Wei Fan
Organizations
- Air Force Research Laboratory