A New Linear Dimensionality Reduction Technique Based on Chernoff Distance

A new linear dimensionality reduction (LDR) technique for pattern classification and machine learning is presented, which, though linear, aims at maximizing the Chernoff distance in the transformed space. The corresponding two-class criterion, which is maximized via a gradient-based algorithm, is presented and initialization procedures are also discussed. Empirical results of this and traditional LDR approaches combined with two well-known classifiers, linear and quadratic, on synthetic and real-life data show that the proposed criterion outperforms the traditional schemes.