A Comparitive Study of Linear and Nonlinear Feature Extraction Methods

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A Comparitive Study of Linear and Nonlinear Feature Extraction Methods

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2004-11-17

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Linear Discriminant Analysis (LDA) is a dimension reduction method which finds an optimal linear transformation that maximizes the between-class scatter and minimizes the withinclass scatter. However, in undersampled problems where the number of samples is smaller than the dimension of data space, it is difficult to apply the LDA due to the singularity of scatter matrices caused by high dimensionality. In order to make the LDA applicable, several generalizations of the LDA have been proposed. This paper presents theoretical and algorithmic relationships among several generalized LDA algorithms. Utilizing the relationships among them, computationally efficient approaches to these algorithms are proposed. We also present nonlinear extensions of these LDA algorithms. The original data space is mapped to a feature space by an implicit nonlinear mapping through kernel methods. A generalized eigenvalue problem is formulated in the transformed feature space and generalized LDA algorithms are applied to solve the problem. Performances and computational complexities of these linear and nonlinear discriminant analysis algorithms are compared theoretically and experimentally.

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Park, Cheonghee; Park, Haesun; Pardalos, Panos. (2004). A Comparitive Study of Linear and Nonlinear Feature Extraction Methods. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/215636.

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