Adaptive Maximum Entropy Graph-Guided Fast Locality Discriminant Analysis.

Linear discriminant analysis (LDA) aims to find a low-dimensional space in which data points in the same class are to be close to each other while keeping data points from different classes apart. To improve the robustness of LDA to non-Gaussian distribution data, most existing discriminant analysis methods extend LDA by approximating the underlying manifold of data. However, these methods suffer from the following problems: 1) local affinity or reconstruction coefficients are learned on the basis of the relationships of all data pairs, which would lead to a sharp increase in the amount of computation and 2) they learn the manifold information in the original space, ignoring the interference of the noise and redundant features. Motivated by these challenges, this article represents a novel discriminant analysis model, called fast and adaptive locality discriminant analysis (FALDA), to improve the efficiency and robustness. First, with the anchor-based strategy, a bipartite graph of each class is constructed to characterize the local structure of data. Since the number of anchor points is far less than that of data points, learning of fuzzy membership relationships between data points and anchor points within each class can save training time. Second, a maximum entropy regularization is introduced to control the uniformity of the weights of graphs and avoid the trivial solution. Third, the above relationships are updated adaptively in the process of dimensionality reduction, which can suppress the interference of the noise and redundant features. Fourth, the whitening constraint is imposed on the projection matrix to remove the relevance between features and restrict the total scatter of data in the subspace. Last but not the least, data with complex distribution can be explicitly divided into sub-blocks according to the learned anchor points (or subclass center points). We test our proposed method on synthetic data, benchmark datasets, and imbalanced datasets. Promising experimental results demonstrate the success of this novel model.