2009 LeastSquareIncrementalLine 1R

• (Liu et al., 2009a) ⇒ Li-Ping Liu, Yuan Jiang, Zhi-Hua Zhou. (2009). “Least Square Incremental Linear Discriminant Analysis.” In: Proceedings of the Ninth IEEE International Conference on Data Mining (ICDM 2009). doi:10.1109/ICDM.2009.78

Abstract

• Linear discriminant analysis (LDA) is a well-known dimension reduction approach, which projects high-dimensional data into a low-dimensional space with the best separation of different classes. In many tasks, the data accumulates over time, and thus incremental LDA is more desirable than batch LDA. Several incremental LDA algorithms have been developed and achieved success; however, the eigen-problem involved requires a large computation cost, which hampers the efficiency of these algorithms. In this paper, we propose a new incremental LDA algorithm, LS-ILDA, based on the least square solution of LDA. When new samples are received, LS-ILDA incrementally updates the least square solution of LDA. Our analysis discloses that this algorithm produces the exact least square solution of batch LDA, while its computational cost is O (min (n, d) × d ) for one update on dataset containing n instances in d-dimensional space. Experimental results show that comparing with state-of-the-art incremental LDA algorithms, our proposed LS-ILDA achieves high accuracy with low time cost.

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2009 LeastSquareIncrementalLine 1R	Zhi-Hua Zhou Li-Ping Liu Yuan Jiang			Least Square Incremental Linear Discriminant Analysis				10.1109/ICDM.2009.78