GO-LDA: Generalised Optimal Linear Discriminant Analysis

TL;DR

GO-LDA introduces a sequential method for deriving orthogonal discriminant directions that maximize class separation, improving upon traditional multiclass LDA by providing more effective feature spaces for pattern recognition.

Contribution

The paper proposes a novel sequential approach to obtain orthogonal discriminant directions that maximize Fisher criterion, addressing limitations of traditional multiclass LDA.

Findings

GO-LDA achieves higher discrimination and accuracy in benchmark tasks.

Discriminant directions from GO-LDA are orthogonal and optimal for class separation.

Empirical results show superior performance over traditional multiclass LDA.

Abstract

Linear discriminant analysis (LDA) has been a useful tool in pattern recognition and data analysis research and practice. While linearity of class boundaries cannot always be expected, nonlinear projections through pre-trained deep neural networks have served to map complex data onto feature spaces in which linear discrimination has served well. The solution to binary LDA is obtained by eigenvalue analysis of within-class and between-class scatter matrices. It is well known that the multiclass LDA is solved by an extension to the binary LDA, a generalised eigenvalue problem, from which the largest subspace that can be extracted is of dimension one lower than the number of classes in the given problem. In this paper, we show that, apart from the first of the discriminant directions, the generalised eigenanalysis solution to multiclass LDA does neither yield orthogonal discriminant directions nor maximise discrimination of projected data along them. Surprisingly, to the best of our knowledge, this has not been noted in decades of literature on LDA. To overcome this drawback, we present a derivation with a strict theoretical support for sequentially obtaining discriminant directions that are orthogonal to previously computed ones and maximise in each step the Fisher criterion. We show distributions of projections along these axes and demonstrate that discrimination of data projected onto these discriminant directions has optimal separation, which is much higher than those from the generalised eigenvectors of the multiclass LDA. Using a wide range of benchmark tasks, we present a comprehensive empirical demonstration that on a number of pattern recognition and classification problems, the optimal discriminant subspaces obtained by the proposed method, referred to as GO-LDA (Generalised Optimal LDA), can offer superior accuracy.