Underlying Connections Between Algorithms for Nongreedy LDA-L1

To solve the essential objective of L1-norm linear discriminant analysis (LDA-L1), nongreedy LDA-L1 (NLDA-L1) proposes a nongreedy algorithm by constructing an auxiliary function. In this correspondence, we show that essentially, this algorithm directly solves the objective using a gradient ascending procedure, meaning that the auxiliary function may be not necessary. Then, we further show that NLDA-L1 is a special case of improved LDA-L1 (ILDA-L1), which applies the same iterative procedure of ILDA-L1.