Title
Ratio Trace Formulation of Wasserstein Discriminant Analysis
Abstract
We reformulate the Wasserstein Discriminant Analysis (WDA) as a ratio trace problem and present an eigensolver-based algorithm to compute the discriminative subspace of WDA. This new formulation, along with the proposed algorithm, can be served as an efficient and more stable alternative to the original trace ratio formulation and its gradient-based algorithm. We provide a rigorous convergence analysis for the proposed algorithm under the self-consistent field framework, which is crucial but missing in the literature. As an application, we combine WDA with low-dimensional clustering techniques, such as K-means, to perform subspace clustering. Numerical experiments on real datasets show promising results of the ratio trace formulation of WDA in both classification and clustering tasks.
Year
Venue
DocType
2020
NIPS 2020
Conference
Volume
Citations 
PageRank 
33
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Hexuan Liu100.68
Yunfeng Cai201.01
You-Lin Chen300.34
Ping Li4129.09