Title
Incremental Linear Discriminant Analysis: A Fast Algorithm and Comparisons.
Abstract
It has always been a challenging task to develop a fast and an efficient incremental linear discriminant analysis (ILDA) algorithm. For this purpose, we conduct a new study for linear discriminant analysis (LDA) in this paper and develop a new ILDA algorithm. We propose a new batch LDA algorithm called LDA/QR. LDA/QR is a simple and fast LDA algorithm, which is obtained by computing the economic QR factorization of the data matrix followed by solving a lower triangular linear system. The relationship between LDA/QR and uncorrelated LDA (ULDA) is also revealed. Based on LDA/QR, we develop a new incremental LDA algorithm called ILDA/QR. The main features of our ILDA/QR include that: 1) it can easily handle the update from one new sample or a chunk of new samples; 2) it has efficient computational complexity and space complexity; and 3) it is very fast and always achieves competitive classification accuracy compared with ULDA algorithm and existing ILDA algorithms. Numerical experiments based on some real-world data sets demonstrate that our ILDA/QR is very efficient and competitive with the state-of-the-art ILDA algorithms in terms of classification accuracy, computational complexity, and space complexity.
Year
DOI
Venue
2015
10.1109/TNNLS.2015.2391201
IEEE transactions on neural networks and learning systems
Keywords
Field
DocType
classification accuracy,computational complexity,incremental linear discriminant analysis (ilda),linear discriminant analysis (lda).,algorithm design and analysis,linear discriminant analysis,economics,linear systems
Data set,Linear system,Computer science,Uncorrelated,Artificial intelligence,QR decomposition,Algorithm design,Pattern recognition,Algorithm,Linear discriminant analysis,Triangular matrix,Machine learning,Computational complexity theory
Journal
Volume
Issue
ISSN
PP
99
2162-2388
Citations 
PageRank 
References 
13
0.50
21
Authors
4
Name
Order
Citations
PageRank
Delin Chu1242.72
Li-Zhi Liao244835.22
Michael K. Ng339542.26
Xiaoyan Wang4130.50