3 ) time complexity and requires O(mn + mt + nt) memory, where m is the number of samples, n is the number of features, and t = min(m,n). When both m and n are large, it is infeasible to apply LDA. In this paper, we propose a novel algorithm for discriminant analysis, called Spectral Regression Discriminant Analysis (SRDA). By using spectral graph analysis, SRDA casts discriminant analysis into a regression framework that facilitates both efficient computation and the use of regularization techniques. Specifically, SRDA only needs to solve a set of regularized least squares problems, and there is no eigenvector computation involved, which is a huge save of both time and memory. Our theoretical analysis shows that SRDA can be computed with O(mn) time and O(ms) memory, where .s(les n) is the average number of nonzero features in each sample. Extensive experimental results on four real-world data sets demonstrate the effectiveness and efficiency of our algorithm.">

SRDA: An Efficient Algorithm for Large-Scale Discriminant Analysis (original) (raw)

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