Trace ratio optimization with an application to multi-view learning
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Abstract: A trace ratio optimization problem over the Stiefel manifold is investigated from the perspectives of both theory and numerical computations. At least three special cases of the problem have arisen from Fisher linear discriminant analysis, canonical correlation analysis, and unbalanced Procrustes problem, respectively. Necessary conditions in the form of nonlinear eigenvalue problem with eigenvector dependency are established and a numerical method based on the self-consistent field (SCF) iteration is designed and proved to be always convergent. As an application to multi-view subspace learning, a new framework and its instantiated concrete models are proposed and demonstrated on real world data sets. Numerical results show that the efficiency of the proposed numerical methods and effectiveness of the new multi-view subspace learning models.
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Cited in
(14)- Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
- Maximizing sum of coupled traces with applications
- A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
- The trace ratio optimization problem
- The trace ratio optimization problem for dimensionality reduction
- A note on the trace quotient problem
- On the generalized trace ratio problem
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- Variations of orthonormal basis matrices of subspaces
- Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
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