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Communications inspired linear discriminant analysis

Publication ,  Journal Article
Chen, M; Carson, W; Rodrigues, M; Calderbank, R; Carin, L
Published in: Proceedings of the 29th International Conference on Machine Learning, ICML 2012
October 10, 2012

We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label. By harnessing a recent theoretical result on the gradient of mutual information, the above optimization problem can be solved directly using gradient descent, without requiring simplification of the objective function. Theoretical analysis and empirical comparison are made between the proposed method and two closely related methods, and comparisons are also made with a method in which Rényi entropy is used to define the mutual information (in this case the gradient may be computed simply, under a special parameter setting). Relative to these alternative approaches, the proposed method achieves promising results on real datasets. Copyright 2012 by the author(s)/owner(s).

Duke Scholars

Published In

Proceedings of the 29th International Conference on Machine Learning, ICML 2012

Publication Date

October 10, 2012

Volume

1

Start / End Page

919 / 926
 

Citation

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Chen, M., Carson, W., Rodrigues, M., Calderbank, R., & Carin, L. (2012). Communications inspired linear discriminant analysis. Proceedings of the 29th International Conference on Machine Learning, ICML 2012, 1, 919–926.
Chen, M., W. Carson, M. Rodrigues, R. Calderbank, and L. Carin. “Communications inspired linear discriminant analysis.” Proceedings of the 29th International Conference on Machine Learning, ICML 2012 1 (October 10, 2012): 919–26.
Chen M, Carson W, Rodrigues M, Calderbank R, Carin L. Communications inspired linear discriminant analysis. Proceedings of the 29th International Conference on Machine Learning, ICML 2012. 2012 Oct 10;1:919–26.
Chen, M., et al. “Communications inspired linear discriminant analysis.” Proceedings of the 29th International Conference on Machine Learning, ICML 2012, vol. 1, Oct. 2012, pp. 919–26.
Chen M, Carson W, Rodrigues M, Calderbank R, Carin L. Communications inspired linear discriminant analysis. Proceedings of the 29th International Conference on Machine Learning, ICML 2012. 2012 Oct 10;1:919–926.

Published In

Proceedings of the 29th International Conference on Machine Learning, ICML 2012

Publication Date

October 10, 2012

Volume

1

Start / End Page

919 / 926