Distance metric learning with penalized linear discriminant analysis
Yang Chen, Xingang Zhao, Jianda Han · 2010
Linear discriminant analysis has gained extensive applications in supervised classification and dimension reduction. In LDA formulation, original patterns with high dimension can be projected to lower dimension through a transfer matrix which is fundamental to clustering, nearest neighbor searches, and others. The transfer matrix is usually viewed as a distance metric. However, the classification accuracy under the LDA metric is neither optimal nor suboptimal because physical datasets often appear multimodal distribution. This paper proposes a penalized scheme for LDA to improve the classification rate by using the information of misclassified samples. This method is evaluated to be robust and effective by a great number of datasets from the machine learning repository.