Extended fisher criterion based on auto-correlation matrix information

  • Authors:
  • Hitoshi Sakano;Tsukasa Ohashi;Akisato Kimura;Hiroshi Sawada;Katsuhiko Ishiguro

  • Affiliations:
  • NTT Communication Science Laboratories, NTT Corporation, Soraku-gun, Kyoto, Japan;Graduate School of Engineering, Doshisha University, Kyotanabe-shi, Kyoto, Japan;NTT Communication Science Laboratories, NTT Corporation, Soraku-gun, Kyoto, Japan;NTT Communication Science Laboratories, NTT Corporation, Soraku-gun, Kyoto, Japan;NTT Communication Science Laboratories, NTT Corporation, Soraku-gun, Kyoto, Japan

  • Venue:
  • SSPR'12/SPR'12 Proceedings of the 2012 Joint IAPR international conference on Structural, Syntactic, and Statistical Pattern Recognition
  • Year:
  • 2012

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Abstract

Fisher's linear discriminant analysis (FLDA) has been attracting many researchers and practitioners for several decades thanks to its ease of use and low computational cost. However, FLDA implicitly assumes that all the classes share the same covariance: which implies that FLDA might fail when this assumption is not necessarily satisfied. To overcome this problem, we propose a simple extension of FLDA that exploits a detailed covariance structure of every class by utilizing revealed by the class-wise auto-correlation matrices. The proposed method achieves remarkable improvements classification accuracy against FLDA while preserving two major strengths of FLDA: the ease of use and low computational costs. Experimental results with MNIST and other several data sets in UCI machine learning repository demonstrate the effectiveness of our method.