Least Square Incremental Linear Discriminant Analysis

Abstract—Linear discriminant analysis (LDA) is a wellknown dimension reduction approach, which projects highdimensional data into a low-dimensional space with the best separation of different classes. In many tasks, the data accumulates over time, and thus incremental LDA is more desirable than batch LDA. Several incremental LDA algorithms have been developed and achieved success; however, the eigenproblem involved requires a large computation cost, which hampers the efficiency of these algorithms. In this paper, we propose a new incremental LDA algorithm, LS-ILDA, based on the least square solution of LDA. When new samples are received, LS-ILDA incrementally updates the least square solution of LDA. Our analysis discloses that this algorithm produces the exact least square solution of batch LDA, while its computational cost is O(min(n, d) × d) for one update on dataset containing n instances in d-dimensional space. Experimental results show that comparing with state-of-the-art inc...

• Type: Conference
• Year: 2009
• Where: ICDM
• Authors: Li-Ping Liu, Yuan Jiang, Zhi-Hua Zhou
• Keywords: Batch Lda, Data Mining, ICDM 2009, Incremental Lda, Incremental Lda Algorithms