Chunk incremental IDR/QR LDA learning

Training data in real world is often presented in random chunks. Yet existing sequential Incremental IDR/QR LDA (s-QR/IncLDA) can only process data one sample after another. This paper proposes a constructive chunk Incremental IDR/QR LDA (c-QR/IncLDA) for multiple data samples incremental learning. Given a chunk of s samples for incremental learning, the proposed c-QR/IncLDA increments current discriminant model Ω, by implementing computation on the compressed the residue matrix Δ ϵ R^d×n, instead of the entire incoming data chunk X ϵ R^d×s, where η ≤ s holds. Meanwhile, we derive a more accurate reduced within-class scatter matrix W to minimize the discriminative information loss at every incremental learning cycle. It is noted that the computational complexity of c-QR/IncLDA can be more expensive than s-QR/IncLDA for single sample processing. However, for multiple samples processing, the computational efficiency of c-QR/IncLDA deterministically surpasses s-QR/IncLDA when the chunk size is large, i.e., s ≫ η holds. Moreover, experiments evaluation shows that the proposed c-QR/IncLDA can achieve an accuracy level that is competitive to batch QR/LDA and is consistently higher than s-QR/IncLDA.