The trace ratio optimization problem for dimensionality reduction

DOI10.1137/090776603MaRDI QIDQ3079780zbMATH OpenOpenAlexFDO

Authors T. T. Ngo, Y. Saad, M. Bellalij

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090776603

zbMATH Keywords

algorithmsclassificationnumerical examplesface recognitionlinear dimensionality reductiontrace ratio optimization problemsupervised learning techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Pattern recognition, speech recognition (68T10) Matrix exponential and similar functions of matrices (15A16)

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• Perturbation analysis for the trace quotient problem
• Locally unitarily invariantizable NEPv and convergence analysis of SCF
• Trace ratio criterion for feature extraction in classification
• Perturbation analysis of an eigenvector-dependent nonlinear eigenvalue problem with applications
• On generalizing trace minimization principles
• Effective algorithms for solving trace minimization problem in multivariate statistics
• On the generalized trace ratio problem
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• A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
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