New results on multi-dimensional linear discriminant analysis |
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Affiliation: | School of Mathematical Sciences, Tel Aviv University, Israel |
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Abstract: | Fisher linear discriminant analysis is a well-known technique for dimensionality reduction and classification. The method was first formulated in 1936 by Fisher. In this paper we concentrate on three different formulations of the multi-dimensional problem. We provide a mathematical explanation why two of the formulations are equivalent and prove that this equivalency can be extended to a broader class of objective functions. The second contribution is a rate of convergence of a fixed point method for solving the third model. |
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Keywords: | Linear discriminant analysis Spectral isotonic functions Generalized eigenvectors Fixed point methods Superlinear convergence |
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