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

algorithmsclassificationface recognitionlinear dimensionality reductionnumerical examplessupervised learning techniquestrace ratio optimization problem

Mathematics Subject Classification ID

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

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Cited in

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• A density matrix approach to the convergence of the self-consistent field iteration
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• Epilepsy detection in EEG using Grassmann discriminant analysis method
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• A Riemannian derivative-free Polak-Ribiére-Polyak method for tangent vector field
• Perturbation analysis of an eigenvector-dependent nonlinear eigenvalue problem with applications
• Perturbation analysis for the trace quotient problem
• The trace ratio optimization problem
• Superlinear convergence of a general algorithm for the generalized Foley-Sammon discriminant analysis
• On an Eigenvector-Dependent Nonlinear Eigenvalue Problem
• A note on the trace quotient problem
• On the generalized trace ratio problem
• Trace ratio optimization with an application to multi-view learning
• Locally unitarily invariantizable NEPv and convergence analysis of SCF
• A theory of the NEPv approach for optimization on the Stiefel manifold
• High modes smoothing of time schemes for nonlinear parabolic PDEs
• Globally maximizing the ratio of two generalized quadratic matrix form functions over the Stiefel manifold
• An inexact matrix-Newton method for solving NEPv
• The Gross-Pitaevskii equation and eigenvector nonlinearities: numerical methods and algorithms
• Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation

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