Supervised linear dimension reduction
- Publication Type:
- Thesis
- Issue Date:
- 2012
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Supervised linear dimension reduction (SLDR) is one of the most effective
methods for complexity reduction, which has been widely applied
in pattern recognition, computer vision, information retrieval,
and multimedia data processing. This thesis explores SLDR by enriching
the theory of existing methods and by proposing new methods.
In the first part of this thesis, we present theoretical analysis of
Fisher’s linear discriminant analysis (LDA), one of the most representative
methods for SLDR. 1) Classical asymptotic analysis of LDA
is based on a fixed dimensionality, and thus does not apply in the
case where the dimensionality and the training sample number are
proportionally large. Besides, the classical result does not provide
quantitative information on the performance of LDA. To address these
limitations, we present an asymptotic generalization analysis of LDA,
allowing both the dimensionality and the training sample number to
be proportionally large, from which we principally obtain an asymptotic
generalization bound that quantitatively describes the performance
of LDA in terms of the dimensionality and the training sample
number. 2) We study a new regularization method for LDA, termed
the block-diagonal regularization. By partitioning variables into small
groups and treating them independently, block-diagonal regularization
effectively reduces the dimensionality to training sample number
ratio and thus improves the generalization ability of LDA. We present
a theoretical justification of the block-diagonally regularized LDA by
investigating its approximation and sample errors. We show that the
block-diagonally regularized LDA performs competitively compared
to other types of regularized LDA, e.g., with the Tikhonov regularization
and the banded regularization.
In the second part of this thesis, we propose two new methods for
SLDR. 1) The first method is for parametric SLDR, termed max-min
distance analysis (MMDA). MMDA optimizes the projection matrix
by maximizing the minimum pairwise distance of all class pairs in the
dimension reduced space. Thus, it duly considers the separation of
all classes and overcomes the “class separation” problem of existing
parametric SLDR methods that close class pairs tend to merge in the
dimension reduced space. 2) The second method is for nonparametric
SLDR, which uses minimizing the asymptotic nearest neighbor
classification error (MNNE) as the criterion for optimizing the projection
matrix. Theoretically, we compare MNNE with other criteria,
e.g., maximizing mutual information (MMI) and minimizing Bhattacharyya
bound. We show that MMNE is superior to these two
criteria in terms of the closeness to the Bayes optimal criterion. Empirical
studies show that the proposed methods, MMDA and MNNE,
achieve state-of-the-art performance for parametric and nonparametric
SLDR, respectively.
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