On the estimation of the latent discriminative subspace in the Fisher-EM algorithm

C. Bouveyron,Camille Brunet

Published 2012 in Unknown venue

ABSTRACT

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.

PUBLICATION RECORD

  • Publication year

    2012

  • Venue

    Unknown venue

  • Publication date

    2012-11-01

  • Fields of study

    Mathematics, Computer Science

  • Identifiers

    No identifiers available.

  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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