Generalizing discriminant analysis using the generalized singular value decomposition
Howland, P.; Park, H.
Pattern Analysis and Machine Intelligence, IEEE Transactions on
Volume 26, Issue 8, Aug. 2004 Page(s):995 - 1006
Digital Object Identifier 10.1109/TPAMI.2004.46
Summary:Discriminant analysis has been used for decades to extract features that preserve class separability. It is commonly defined as an optimization problem involving covariance matrices that represent the scatter within and between clusters. The requirement that one of these matrices be nonsingular limits its application to data sets with certain relative dimensions. We examine a number of optimization criteria, and extend their applicability by using the generalized singular value decomposition to circumvent the nonsingularity requirement. The result is a generalization of discriminant analysis that can be applied even when the sample size is smaller than the dimension of the sample data. We use classification results from the reduced representation to compare the effectiveness of this approach with some alternatives, and conclude with a discussion of their relative merits.
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