Submanifold-Preserving Discriminant Analysis With an Auto-Optimized Graph.

Due to the multimodality of non-Gaussian data, traditional globality-preserved dimensionality reduction (DR) methods, such as linear discriminant analysis (LDA) and principal component analysis (PCA) are difficult to deal with. In this paper, we present a novel local DR framework via auto-optimized graph embedding to extract the intrinsic submanifold structure of multimodal data. Specifically, the proposed model seeks to learn an embedding space which can preserve the local neighborhood structure by constructing a k -nearest neighbors ( k NNs) graph on data points. Different than previous works, our model employs the l -norm constraint and binary constraint on the similarity matrix to impose that there only be a k nonzero value in each row of the similarity matrix, which can ensure the k -connectivity in graph. More important, as the high-dimensional data probably contains some noises and redundant features, calculating the similarity matrix in the original space by using a kernel function is inaccurate. As a result, a mechanism of an auto-optimized graph is derived in the proposed model. Concretely, we learn the embedding space and similarity matrix simultaneously. In other words, the selection of neighbors is automatically executed in the optimal subspace rather than in the original space when the algorithm reaches convergence, which can alleviate the affect of noises and improve the robustness of the proposed model. In addition, four supervised and semisupervised local DR methods are derived by the proposed framework which can extract the discriminative features while preserving the submanifold structure of data. Last but not least, since two variables need to be optimized simultaneously in the proposed methods, and the constraints on the similarity matrix are difficult to satisfy, which is an NP-hard problem. Consequently, an efficient iterative optimization algorithm is introduced to solve the proposed problems. Extensive experiments conducted on synthetic data and several real-world datasets have demonstrated the advantages of the proposed methods in robustness and recognition accuracy.