Affine feature extraction: A generalization of the Fukunaga–Koontz transformation

Dimension reduction methods are often applied in machine learning and data mining problems. Linear subspace methods are the commonly used ones, such as principal component analysis (PCA), Fisherʹs linear discriminant analysis (FDA), common spatial pattern (CSP), et al. In this paper, we describe a novel feature extraction method for binary classification problems. Instead of finding linear subspaces, our method finds lower-dimensional affine subspaces satisfying a generalization of the Fukunaga–Koontz transformation (FKT). The proposed method has a closed-form solution and thus can be solved very efficiently. Under normality assumption, our method can be seen as finding an optimal truncated spectrum of the Kullback–Leibler divergence. Also we show that FDA and CSP are special cases of our proposed method under normality assumption. Experiments on simulated data show that our method performs better than PCA and FDA on data that is distributed on two cylinders, even one within the other. We also show that, on several real data sets, our method provides statistically significant improvement on test set accuracy over FDA, CSP and FKT. Therefore the proposed method can be used as another preliminary data-exploring tool to help solve machine learning and data mining problems.