Semi-supervised orthogonal discriminant analysis via label propagation

Trace ratio is a natural criterion in discriminant analysis as it directly connects to the Euclidean distances between training data points. This criterion is re-analyzed in this paper and a fast algorithm is developed to find the global optimum for the orthogonal constrained trace ratio problem. Based on this problem, we propose a novel semi-supervised orthogonal discriminant analysis via label propagation. Differing from the existing semi-supervised dimensionality reduction algorithms, our algorithm propagates the label information from the labeled data to the unlabeled data through a specially designed label propagation, and thus the distribution of the unlabeled data can be explored more effectively to learn a better subspace. Extensive experiments on toy examples and real world applications verify the effectiveness of our algorithm, and demonstrate much improvement over the state-of-the-art algorithms.