A Novel Formulation of Trace Ratio Linear Discriminant Analysis.

Abstract

The linear discriminant analysis (LDA) method needs to be transformed into another form to acquire an approximate closed-form solution, which could lead to the error between the approximate solution and the true value. Furthermore, the sensitivity of dimensionality reduction (DR) methods to subspace dimensionality cannot be eliminated. In this article, a new formulation of trace ratio LDA (TRLDA) is proposed, which has an optimal solution of LDA. When solving the projection matrix, the TRLDA method given by us is transformed into a quadratic problem with regard to the Stiefel manifold. In addition, we propose a new trace difference problem named optimal dimensionality linear discriminant analysis (ODLDA) to determine the optimal subspace dimension. The nonmonotonicity of ODLDA guarantees the existence of optimal subspace dimensionality. Both the two approaches have achieved efficient DR on several data sets.