Manifold Elastic Net: A Unified Framework for Sparse Dimension Reduction

It is difficult to find the optimal sparse solution of a manifold learning based dimensionality reduction algorithm. The lasso or the elastic net penalized manifold learning based dimensionality reduction is not directly a lasso penalized least square problem and thus the least angle regression (LARS) (Efron et al. \cite{LARS}), one of the most popular algorithms in sparse learning, cannot be applied. Therefore, most current approaches take indirect ways or have strict settings, which can be inconvenient for applications. In this paper, we proposed the manifold elastic net or MEN for short. MEN incorporates the merits of both the manifold learning based dimensionality reduction and the sparse learning based dimensionality reduction. By using a series of equivalent transformations, we show MEN is equivalent to the lasso penalized least square problem and thus LARS is adopted to obtain the optimal sparse solution of MEN. In particular, MEN has the following advantages for subsequent classification: 1) the local geometry of samples is well preserved for low dimensional data representation, 2) both the margin maximization and the classification error minimization are considered for sparse projection calculation, 3) the projection matrix of MEN improves the parsimony in computation, 4) the elastic net penalty reduces the over-fitting problem, and 5) the projection matrix of MEN can be interpreted psychologically and physiologically. Experimental evidence on face recognition over various popular datasets suggests that MEN is superior to top level dimensionality reduction algorithms.Comment: 33 pages, 12 figure

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 study of the classification of low-dimensional data with supervised manifold learning

Supervised manifold learning methods learn data representations by preserving the geometric structure of data while enhancing the separation between data samples from different classes. In this work, we propose a theoretical study of supervised manifold learning for classification. We consider nonlinear dimensionality reduction algorithms that yield linearly separable embeddings of training data and present generalization bounds for this type of algorithms. A necessary condition for satisfactory generalization performance is that the embedding allow the construction of a sufficiently regular interpolation function in relation with the separation margin of the embedding. We show that for supervised embeddings satisfying this condition, the classification error decays at an exponential rate with the number of training samples. Finally, we examine the separability of supervised nonlinear embeddings that aim to preserve the low-dimensional geometric structure of data based on graph representations. The proposed analysis is supported by experiments on several real data sets