Matrix analysis
Optimal Fisher discriminant analysis using the rank decomposition
Pattern Recognition
SIAM Journal on Matrix Analysis and Applications
Pattern Classification (2nd Edition)
Pattern Classification (2nd Edition)
Kernel Methods for Pattern Analysis
Kernel Methods for Pattern Analysis
IDR/QR: an incremental dimension reduction algorithm via QR decomposition
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications
Generalized Discriminant Analysis Using a Kernel Approach
Neural Computation
Least squares linear discriminant analysis
Proceedings of the 24th international conference on Machine learning
Generalizing discriminant analysis using the generalized singular value decomposition
IEEE Transactions on Pattern Analysis and Machine Intelligence
Robust kernel discriminant analysis using fuzzy memberships
Pattern Recognition
Model-based clustering of high-dimensional data: A review
Computational Statistics & Data Analysis
A Rayleigh-Ritz style method for large-scale discriminant analysis
Pattern Recognition
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Fisher linear discriminant analysis (LDA) and its kernel extension--kernel discriminant analysis (KDA)--are well known methods that consider dimensionality reduction and classification jointly. While widely deployed in practical problems, there are still unresolved issues surrounding their efficient implementation and their relationship with least mean squared error procedures. In this paper we address these issues within the framework of regularized estimation. Our approach leads to a flexible and efficient implementation of LDA as well as KDA. We also uncover a general relationship between regularized discriminant analysis and ridge regression. This relationship yields variations on conventional LDA based on the pseudoinverse and a direct equivalence to an ordinary least squares estimator. Experimental results on a collection of benchmark data sets demonstrate the effectiveness of our approach.