Robust Discriminant Regression for Feature Extraction
提出一种名为鲁棒判别回归（RDR）的新方法，用L2,1范数增强鲁棒性，通过迭代算法求解最优正交投影，在多个数据库上优于现有回归方法。
Ridge regression (RR) and its extended versions are widely used as an effective feature extraction method in pattern recognition. However, the RR-based methods are sensitive to the variations of data and can learn only limited number of projections for feature extraction and recognition. To address these problems, we propose a new method called robust discriminant regression (RDR) for feature extraction. In order to enhance the robustness, the L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2,1</sub> -norm is used as the basic metric in the proposed RDR. The designed robust objective function in regression form can be solved by an iterative algorithm containing an eigenfunction, through which the optimal orthogonal projections of RDR can be obtained by eigen decomposition. The convergence analysis and computational complexity are presented. In addition, we also explore the intrinsic connections and differences between the RDR and some previous methods. Experiments on some well-known databases show that RDR is superior to the classical and very recent proposed methods reported in the literature, no matter the L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> -norm or the L <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2,1</sub> -norm-based regression methods. The code of this paper can be downloaded from http://www.scholat.com/laizhihui.