一种新的L_1度量Fisher线性判别分析研究  

Study of Fisher linear discriminant analysis based on L_1-norm

作　　者：余景丽 胡恩良[1] 张涛[1] 

机构地区：[1]云南师范大学数学学院,昆明650500

出　　处：《计算机工程与应用》2018年第4期128-134,共7页Computer Engineering and Applications

基　　金：国家自然科学基金(No.61165012;No.61663049)

摘　　要：Fisher线性判别分析(Fisher Linear Discriminant Analysis,FLDA)是一种典型的监督型特征提取方法,旨在最大化Fisher准则,寻求最优投影矩阵。在标准Fisher准则中,涉及到的度量为L_2范数度量,此度量通常缺乏鲁棒性,对异常值点较敏感。为提高鲁棒性,引入了一种基于L_1范数度量的FLDA及其优化求解算法。实验结果表明:在很多情形下,相比于传统的L_2范数FLDA,L_1范数FLDA具有更好的分类精度和鲁棒性。Fisher Linear Discriminant Analysis(FLDA)is a classical method of feature extraction with supervised information, which maximizes the Fisher criterion to find the optimal projection matrix. In the criterion of standard FLDA, the involved metric is based on L_2 norm metric, which is usually lack of robustness and sensitive to outliers. In order to improve the robustness, this paper proposes a new model and algorithm for FLDA, which is based on L_1 norm metric.The experimental results show that, FLDA with L_1 norm outperforms that with L_2 norm in classification accuracy and robustness in many cases.

关 键 词：FISHER线性判别分析 FISHER准则 L1范数度量 鲁棒性 特征提取 

分 类 号：TP301.6[自动化与计算机技术—计算机系统结构]