Generalized Subspace Learning by Roweis Discriminant Analysis

Abstract

We present a new method which generalizes subspace learning based on eigenvalue and generalized eigenvalue problems. This method, Roweis Discriminant Analysis (RDA) named after Sam Roweis, is a family of infinite number of algorithms where Principal Component Analysis (PCA), Supervised PCA (SPCA), and Fisher Discriminant Analysis (FDA) are special cases. One of the extreme special cases, named Double Supervised Discriminant Analysis (DSDA), uses the labels twice and it is novel. We propose a dual for RDA for some special cases. We also propose kernel RDA, generalizing kernel PCA, kernel SPCA, and kernel FDA, using both dual RDA and representation theory. Our theoretical analysis explains previously known facts such as why SPCA can use regression but FDA cannot, why PCA and SPCA have duals but FDA does not, why kernel PCA and kernel SPCA use kernel trick but kernel FDA does not, and why PCA is the best linear method for reconstruction. Roweisfaces and kernel Roweisfaces are also proposed generalizing eigenfaces, Fisherfaces, supervised eigenfaces, and their kernel variants. We also report experiments showing the effectiveness of RDA and kernel RDA on some benchmark datasets.