On Computational Issues of Semi-Supervised Local Fisher Discriminant Analysis
Masashi Sugiyama · IEICE Transactions on Information and Systems · 2009
Dimensionality reduction is one of the important preprocessing steps in practical pattern recognition. SEmi-supervised Local Fisher discriminant analysis (SELF) — which is a semi-supervised and local extension of Fisher discriminant analysis — was shown to work excellently in experiments. However, when data dimensionality is very high, a naive use of SELF is prohibitive due to high computational costs and large memory requirement. In this paper, we introduce computational tricks for making SELF applicable to large-scale problems.