On sparse linear discriminant analysis algorithm for high-dimensional data classification

DOI10.1002/nla.736zbMath1248.62105OpenAlexW2142919304MaRDI QIDQ2889381

Lei-Hong Zhang, Li-Zhi Liao, Michael Kwok-Po Ng

Publication date: 7 June 2012

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.736

zbMATH Keywords

weightingsmall sample size problem

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Computational methods for sparse matrices (65F50)

Related Items

Recipes for sparse LDA of horizontal data ⋮ Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis ⋮ On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere ⋮ Multi-Instance Dimensionality Reduction via Sparsity and Orthogonality ⋮ Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory ⋮ Perturbation analysis for the trace quotient problem

Uses Software

• Matlab
• ode23
• MATLAB ODE suite

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