Dpca: Dimensionality Reduction for Discriminative Analytics of Multiple Large-Scale Datasets

Gang Wang, Jia Chen, Georgios B. Giannakis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

Abstract

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain setups, one wishes to extract the most significant information of one dataset relative to other datasets. Specifically, the interest may be on identifying or extracting features that are specific to a single target dataset but not the others. This paper presents a novel approach for such so-termed discriminative data analysis, and establishes its optimality in the least-squares sense under suitable assumptions. The criterion reveals linear combinations of variables by maximizing the ratio of the variance of the target data to that of the remainders. The novel approach solves a generalized eigenvalue problem by performing SVD just once. Numerical tests using synthetic and real datasets showcase the merits of the proposed approach relative to its competing alternatives.

Original languageEnglish (US)
Title of host publication2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2211-2215
Number of pages5
ISBN (Print)9781538646588
DOIs
StatePublished - Sep 10 2018
Event2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada
Duration: Apr 15 2018Apr 20 2018

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2018-April
ISSN (Print)1520-6149

Other

Other2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
CountryCanada
CityCalgary
Period4/15/184/20/18

Keywords

  • Dimensionality reduction
  • Discriminative analytics
  • Robust principal component analysis

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