Linear Discriminant Analysis (LDA) is a very common
technique for dimensionality reduction problems as a preprocessing
step for machine learning and pattern classification
applications. At the same time, it is usually used as a
black box, but (sometimes) not well understood. The aim of
this paper is to build a solid intuition for what is LDA, and
how LDA works, thus enabling readers of all levels be able
to get a better understanding of the LDA and to know how to
apply this technique in different applications. The paper first
gave the basic definitions and steps of how LDA technique
works supported with visual explanations of these steps.
Moreover, the two methods of computing the LDA space, i.e.
class-dependent and class-independent methods, were explained
in details. Then, in a step-by-step approach, two numerical
examples are demonstrated to show how the LDA
space can be calculated in case of the class-dependent and
class-independent methods. Furthermore, two of the most
common LDA problems (i.e. Small Sample Size (SSS) and
non-linearity problems) were highlighted and illustrated, and
state-of-the-art solutions to these problems were investigated and explained. Finally, a number of experiments was conducted
with different datasets to (1) investigate the effect of
the eigenvectors that used in the LDA space on the robustness
of the extracted feature for the classification accuracy,
and (2) to show when the SSS problem occurs and how it can
be addressed.

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Linear discriminant analysis: A detailed tutorial

High dimension, low sample size data are emerging in various areas of science. We find a common structure underlying many such data sets by using a non-standard type of asymptotics: the dimension tends to ∞ while the sample size is fixed. Our analysis shows a tendency for the data to lie deterministically at the vertices of a regular simplex. Essentially all the randomness in the data appears only as a random rotation of this simplex. This geometric representation is used to obtain several new statistical insights. Copyright 2005 Royal Statistical Society.

Geometric representation of high dimension, low sample size data

Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. LDA in the binaryclass case has been shown to be equivalent to linear regression with the class label as the output. This implies that LDA for binary-class classifications can be formulated as a least squares problem. Previous studies have shown certain relationship between multivariate linear regression and LDA for the multi-class case. Many of these studies show that multivariate linear regression with a specific class indicator matrix as the output can be applied as a preprocessing step for LDA. However, directly casting LDA as a least squares problem is challenging for the multi-class case. In this paper, a novel formulation for multivariate linear regression is proposed. The equivalence relationship between the proposed least squares formulation and LDA for multi-class classifications is rigorously established under a mild condition, which is shown empirically to hold in many applications involving high-dimensional data. Several LDA extensions based on the equivalence relationship are discussed.

/pdf/least-squares-linear-discriminant-analysis-1lhclvqeky.pdf

Least squares linear discriminant analysis

The aim of this paper is to collect in one place the basic background needed to understand the discriminant analysis (DA) classifier to make the reader of all levels be able to get a better understanding of the DA and to know how to apply this classifier in different applications. This paper starts with basic mathematical definitions of the DA steps with visual explanations of these steps. Moreover, in a step-by-step approach, a number of numerical examples were illustrated to show how to calculate the discriminant functions and decision boundaries when the covariance matrices of all classes were common or not. The singularity problem of DA was explained and some of the state-of-the-art solutions to this problem were highlighted with numerical illustrations. An experiment is conducted to compare between the linear and quadratic classifiers and to show how to solve the singularity problem when high-dimensional datasets are used.

Linear vs. quadratic discriminant analysis classifier: a tutorial

High-dimensional data are common in many domains, and dimensionality reduction is the key to cope with the curse-of-dimensionality. Linear discriminant analysis (LDA) is a well-known method for supervised dimensionality reduction. When dealing with high-dimensional and low sample size data, classical LDA suffers from the singularity problem. Over the years, many algorithms have been developed to overcome this problem, and they have been applied successfully in various applications. However, there is a lack of a systematic study of the commonalities and differences of these algorithms, as well as their intrinsic relationships. In this paper, a unified framework for generalized LDA is proposed, which elucidates the properties of various algorithms and their relationships. Based on the proposed framework, we show that the matrix computations involved in LDA-based algorithms can be simplified so that the cross-validation procedure for model selection can be performed efficiently. We conduct extensive experiments using a collection of high-dimensional data sets, including text documents, face images, gene expression data, and gene expression pattern images, to evaluate the proposed theories and algorithms.

Generalized Linear Discriminant Analysis: A Unified Framework and Efficient Model Selection

Dimensionality reduction is an important pre-processing step in many applications. Linear discriminant analysis (LDA) is a classical statistical approach for supervised dimensionality reduction. It aims to maximize the ratio of the between-class distance to the within-class distance, thus maximizing the class discrimination. It has been used widely in many applications. However, the classical LDA formulation requires the nonsingularity of the scatter matrices involved. For undersampled problems, where the data dimensionality is much larger than the sample size, all scatter matrices are singular and classical LDA fails. Many extensions, including null space LDA (NLDA) and orthogonal LDA (OLDA), have been proposed in the past to overcome this problem. NLDA aims to maximize the between-class distance in the null space of the within-class scatter matrix, while OLDA computes a set of orthogonal discriminant vectors via the simultaneous diagonalization of the scatter matrices. They have been applied successfully in various applications.

In this paper, we present a computational and theoretical analysis of NLDA and OLDA. Our main result shows that under a mild condition which holds in many applications involving high-dimensional data, NLDA is equivalent to OLDA. We have performed extensive experiments on various types of data and results are consistent with our theoretical analysis. We further apply the regularization to OLDA. The algorithm is called regularized OLDA (or ROLDA for short). An efficient algorithm is presented to estimate the regularization value in ROLDA. A comparative study on classification shows that ROLDA is very competitive with OLDA. This confirms the effectiveness of the regularization in ROLDA.

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Jieping Ye

Papers

Computational and Theoretical Analysis of Null Space and Orthogonal Linear Discriminant Analysis