Structured Sparse Linear Discriminant Analysis

Linear Discriminant Analysis (LDA) is an efficient image feature extraction technique by supervised dimensionality reduction. In this paper, we extend LDA to Structured Sparse LDA (SSLDA), where the projecting vectors are not only constrained to sparsity but also structured with a pre-specified set of shapes. While the sparse priors deal with small sample size problem, the proposed structure regularization can also encode higher-order information with better interpretability. We also propose a simple and efficient optimization algorithm to solve the proposed optimization problem. Experiments on face images show the benefits of the proposed structured sparse LDA on both classification accuracy and interpretability.