Feature Extraction Using Sequential Semidefinite Programming

  • Authors:
  • Chunhua Shen;Hongdong Li;Michael J. Brooks

  • Affiliations:
  • -;-;-

  • Venue:
  • DICTA '07 Proceedings of the 9th Biennial Conference of the Australian Pattern Recognition Society on Digital Image Computing Techniques and Applications
  • Year:
  • 2007

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Abstract

Many feature extraction approaches end up with a trace quotient formulation. Since it is difficult to directly solve the trace quotient problem, conventionally the trace quotient cost is replaced by an approximation such that the generalised eigen-decomposition can be applied. In this work we directly optimise the trace quotient. It is reformulated as a quasi-linear semidefinite optimisation problem, which can be solved globally and efficiently using standard off-the-shelf semidefinite programming solvers. Also this optimisation strategy allows one to enforce additional constraints ( e.g., sparseness constraints) on the projection matrix. Based on this optimisation framework, a novel feature extraction algorithm is designed. Its advantages are demonstrated on several UCI machine learning benchmark datasets, USPS handwritten digits and ORL face data.