Incremental regularized least squares for dimensionality reduction of large-scale data

DOI10.1137/15M1035653MaRDI QIDQ2810327zbMATH OpenOpenAlexFDO

Authors Delin Chu, Roger C. E. Tan, Li-Zhi Liao, Michael Ng, Xiaowei Zhang, L. Cheng

Publication date 1 June 2016

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/15m1035653

zbMATH Keywords

incremental regularized least squareslinear discriminant analysisLSQRsupervised dimensionality reduction

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Ill-posedness and regularization problems in numerical linear algebra (65F22) Computational methods for sparse matrices (65F50) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• A new and fast orthogonal linear discriminant analysis on undersampled problems
• A Relationship between Linear Discriminant Analysis and the Generalized Minimum Squared Error Solution
• An incremental least squares algorithm for large scale linear classification
• Applications of regularized least squares to pattern classification
• Blendenpik: Supercharging LAPACK's Least-Squares Solver
• Block coordinate descent algorithms for large-scale sparse multiclass classification
• Characterization of a family of algorithms for generalized discriminant analysis on undersampled problems
• Characterization of all solutions for undersampled uncorrelated linear discriminant analysis problems
• Confidence-weighted linear classification for text categorization
• Dimension reduction: a guided tour
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Incremental Least Squares Methods and the Extended Kalman Filter
• Incremental linear discriminant analysis using sufficient spanning sets and its applications
• LSMR: An Iterative Algorithm for Sparse Least-Squares Problems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• LSRN: A parallel iterative solver for strongly over- or underdetermined systems
• Parallel tools for solving incremental dense least squares problems: application to space geodesy
• Pattern classification.
• Randomized extended Kaczmarz for solving least squares
• Regularized discriminant analysis, ridge regression and beyond
• Regularized orthogonal linear discriminant analysis
• Structure Preserving Dimension Reduction for Clustered Text Data Based on the Generalized Singular Value Decomposition

Cited in

(7)

• A rank-one update method for least squares linear discriminant analysis with concept drift
• The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides
• An incremental least squares algorithm for large scale linear classification
• The regularized global GMERR method for solving large-scale linear discrete ill-posed problems
• The global block Kaczmarz method using double greedy strategy
• Joint spectral regression methods for large-scale discriminant analysis
• Functional tensor singular value decomposition

Describes a project that uses

Uses Software

• LSQR
• Blendenpik
• LSRN
• CRAIG
• ElemStatLearn
• LSMR

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