Worst-Case Linear Discriminant Analysis as Scalable Semidefinite Feasibility Problems

In this paper, we propose an efficient semidefinite programming (SDP) approach to worst-case linear discriminant analysis (WLDA). Compared with the traditional LDA, WLDA considers the dimensionality reduction problem from the worst-case viewpoint, which is in general more robust for classification. However, the original problem of WLDA is non-convex and difficult to optimize. In this paper, we reformulate the optimization problem of WLDA into a sequence of semidefinite feasibility problems. To efficiently solve the semidefinite feasibility problems, we design a new scalable optimization method with quasi-Newton methods and eigen-decomposition being the core components. The proposed method is orders of magnitude faster than standard interior-point based SDP solvers. Experiments on a variety of classification problems demonstrate that our approach achieves better performance than standard LDA. Our method is also much faster and more scalable than standard interior-point SDP solvers based WLDA. The computational complexity for an SDP with $m$ constraints and matrices of size $d$ by $d$ is roughly reduced from $\mathcal{O}(m^3+md^3+m^2d^2)$ to $\mathcal{O}(d^3)$ ($m>d$ in our case).Comment: 14 page

A multiple maximum scatter difference discriminant criterion for facial feature extraction

2007-2008 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Subspace Methods for Face Recognition: Singularity, Regularization, and Robustness

Face recognition has been an important issue in computer vision and pattern recognition over the last several decades (Zhao et al., 2003). While human can recognize faces easily, automated face recognition remains a great challenge in computer-based automated recognition research. One difficulty in face recognition is how to handle the variations in expression, pose an

KPCA Plus LDA : a complete kernel Fisher discriminant framework for feature extraction and recognition

2004-2005 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe