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In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…

Statistics Theory · Mathematics 2026-01-27 Thomas Stark , Lukas Steinberger

This paper proposes an improved linear discriminant analysis called spectrally-corrected and regularized LDA (SRLDA). This method integrates the design ideas of the sample spectrally-corrected covariance matrix and the regularized…

Machine Learning · Statistics 2024-03-11 Hua Li , Wenya Luo , Zhidong Bai , Huanchao Zhou , Zhangni Pu

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

Machine Learning · Statistics 2019-09-24 Shih-Kang Chao , Guang Cheng

This paper studies the dimension effect of the linear discriminant analysis (LDA) and the regularized linear discriminant analysis (RLDA) classifiers for large dimensional data where the observation dimension $p$ is of the same order as the…

Statistics Theory · Mathematics 2018-09-24 Cheng Wang , Binyan Jiang

The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas

In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which…

Machine Learning · Computer Science 2018-11-07 Chun-Na Li , Yuan-Hai Shao , Zhen Wang , Nai-Yang Deng

Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…

Machine Learning · Computer Science 2013-08-30 Zheng-Chu Guo , Yiming Ying

We present a supervised dimensionality reduction technique called Convex Linear Discriminant Analysis (ConvexLDA). The proposed model optimizes a multi-objective cost function by balancing two complementary terms. The first term pulls the…

Machine Learning · Computer Science 2025-03-19 Sai Vijay Kumar Surineela , Prathyusha Kanakamalla , Harigovind Harikumar , Tomojit Ghosh

In practical applications, we often have to deal with high order data, such as a grayscale image and a video sequence are intrinsically 2nd-order tensor and 3rd-order tensor, respectively. For doing clustering or classification of these…

Computer Vision and Pattern Recognition · Computer Science 2012-03-06 Shu Kong , Donghui Wang

We revisit Deep Linear Discriminant Analysis (Deep LDA) from a likelihood-based perspective. While classical LDA is a simple Gaussian model with linear decision boundaries, attaching an LDA head to a neural encoder raises the question of…

Machine Learning · Statistics 2026-02-23 Maxat Tezekbayev , Arman Bolatov , Zhenisbek Assylbekov

Linear and Quadratic Discriminant analysis (LDA/QDA) are common tools for classification problems. For these methods we assume observations are normally distributed within group. We estimate a mean and covariance matrix for each group and…

Machine Learning · Statistics 2011-12-08 Noah Simon , Rob Tibshirani

Linear Discriminant Analysis (LDA) is a widely-used supervised dimensionality reduction method in computer vision and pattern recognition. In null space based LDA (NLDA), a well-known LDA extension, between-class distance is maximized in…

Computer Vision and Pattern Recognition · Computer Science 2016-10-25 Shuai Zheng , Feiping Nie , Chris Ding , Heng Huang

Undirected graphical models have been especially popular for learning the conditional independence structure among a large number of variables where the observations are drawn independently and identically from the same distribution.…

Optimization and Control · Mathematics 2021-04-23 Yangjing Zhang , Ning Zhang , Defeng Sun , Kim-Chuan Toh

This paper proposes a generalized framework for domain adaptation of Probabilistic Linear Discriminant Analysis (PLDA) in speaker recognition. It not only includes several existing supervised and unsupervised domain adaptation methods but…

Audio and Speech Processing · Electrical Eng. & Systems 2020-08-21 Qiongqiong Wang , Koji Okabe , Kong Aik Lee , Takafumi Koshinaka

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of…

Machine Learning · Statistics 2016-03-22 John P. Cunningham , Zoubin Ghahramani

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Methodology · Statistics 2023-10-17 Ruiyang Wu , Ning Hao

Many sparse linear discriminant analysis (LDA) methods have been proposed to overcome the major problems of the classic LDA in high-dimensional settings. However, the asymptotic optimality results are limited to the case that there are only…

Statistics Theory · Mathematics 2015-08-06 Ruiyan Luo , Xin Qi

We explore the application of linear discriminant analysis (LDA) to the features obtained in different layers of pretrained deep convolutional neural networks (CNNs). The advantage of LDA compared to other techniques in dimensionality…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Francisco J. H. Heras , Gonzalo G. de Polavieja

The exclusive lasso (also known as elitist lasso) regularizer has become popular recently due to its superior performance on intra-group feature selection. Its complex nature poses difficulties for the computation of high-dimensional…

Optimization and Control · Mathematics 2023-06-27 Meixia Lin , Yancheng Yuan , Defeng Sun , Kim-Chuan Toh

Probabilistic linear discriminant analysis (PLDA) is commonly used in speaker verification systems to score the similarity of speaker embeddings. Recent studies improved the performance of PLDA in domain-matched conditions by diagonalizing…

Sound · Computer Science 2022-12-07 Zhiyuan Peng , Mingjie Shao , Xuanji He , Xu Li , Tan Lee , Ke Ding , Guanglu Wan