The Fisher-EM algorithm has been recently proposed in [2] for the simultaneous visualization and clustering of high-dimensional data. It is based on a discriminative latent mixture model which fits the data into a latent discriminative subspace with an intrinsic dimension lower than the dimension of the original space. The Fisher-EM algorithm includes an F-step which estimates the projection matrix whose columns span the discriminative latent space. This matrix is estimated via an optimization problem which is solved using a Gram-Schmidt procedure in the original algorithm. Unfortunately, this procedure suffers in some case from numerical instabilities which may result in a deterioration of the visualization quality or the clustering accuracy. Two alternatives for estimating the latent subspace are proposed to overcome this limitation. The optimization problem of the F-step is first recasted as a regression-type problem and then reformulated such that the solution can be approximated with a SVD. Experiments on simulated and real datasets show the improvement of the proposed alternatives for both the visualization and the clustering of data.
On the estimation of the latent discriminative subspace in the Fisher-EM algorithm
Published 2012 in Unknown venue
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- Publication year
2012
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Unknown venue
- Publication date
2012-11-01
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Mathematics, Computer Science
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