Kernel alignment measures the degree of similarity between two kernels. In this paper, inspired from kernel alignment, we propose a new Linear Discriminant Analysis (LDA) formulation, kernel alignment LDA (kaLDA). We first define two kernels, data kernel and class indicator kernel. The problem is to find a subspace to maximize the alignment between subspace-transformed data kernel and class indicator kernel. Surprisingly, the kernel alignment induced kaLDA objective function is very similar to classical LDA and can be expressed using between-class and total scatter matrices. This can be extended to multi-label data. We use a Stiefel-manifold gradient descent algorithm to solve this problem. We perform experiments on 8 single-label and 6 multi-label data sets. Results show that kaLDA has very good performance on many single-label and multi-label problems. © 2014 Springer-Verlag.
CITATION STYLE
Zheng, S., & Ding, C. (2014). Kernel alignment inspired linear discriminant analysis. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 8726 LNAI, pp. 401–416). Springer Verlag. https://doi.org/10.1007/978-3-662-44845-8_26
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