Dimensionality Reduction of Clustered Data Sets

We present a novel probabilistic latent variable model to perform linear dimensionality reduction on data sets which contain clusters. We prove that the maximum likelihood solution of the model is an unsupervised generalization of linear discriminant analysis. This provides a completely new approach to one of the most established and widely used classification algorithms. The performance of the model is then demonstrated on a number of real and artificial data sets.

• Type: Journal
• Year: 2008
• Where: PAMI
• Authors: Guido Sanguinetti
• Keywords: Data Sets, Linear Dimensionality Reduction, Maximum Likelihood Solution, PAMI 2006, PAMI 2008