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Dimensionality reduction is an important issue in many machine learning and pattern recognition applications, and the trace ratio (TR) problem is an optimization problem involved in many dimensionality reduction algorithms. Conventionally, the solution is approximated via generalized eigenvalue decomposition due to the difficulty of the original problem. However, prior works have indicated that it...
A novel algorithm called Average Neighborhood Margin Maximization (ANMM) is proposed for supervised linear feature extraction. For each data point, ANMM aims at pulling the neighboring points with the same class label towards it as near as possible, while simultaneously pushing the neighboring points with different labels away from it as far as possible. We will show that features extracted from ANMM...
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