An incremental linear discriminant analysis using fixed point method

Authors:
Dongyue Chen;Liming Zhang
Affiliations:
Electronic Engineer Department, Fudan University, Shanghai, China;Electronic Engineer Department, Fudan University, Shanghai, China
Venue:
ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part I
Year:
2006

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Abstract

Linear Discriminant Analysis (LDA) is a very powerful method in pattern recognition. But it is difficult to realize online processing for data stream. In this paper, a new adaptive LDA method is proposed. We decompose the online LDA problem into two adaptive PCA problems and develop a fixed point adaptive PCA to implement adaptive LDA. Online updating of in-class scatter matrix Sw(t) and covariance matrix Cx(t) are derived in this paper. Simulation results show that the proposed method has no learning rate, fast convergence and less time-consuming.