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系列学术活动之(78)

Linear discriminant analysis based on the trace ratio maximization

发布者:澳门新葡8455最新网站   发布时间:2019-03-26  浏览次数:72



系列学术活动之(78)

题    目:

1.Linear discriminant analysis based on the trace ratio maximization

2.On the generalized Lanczos trust-region method

摘    要:

The trace ratio maximization has a crucial role in linear discriminant analysis and has many other applications in computer vision and machine learning as well. Because of the lack of close-form solution of TRM, in practice, the trace ratio criterion is usually replaced heuristically by the ratio trace criterion. In recent years, the TRM receives much interests and several new theoretical results and efficient algorithms have been established. In this talk, we shall discuss the characterization of the global optimal solutions of TRM and show the global and high-order convergence of a self-consistent-field-likeiteration (SCF). We will explain why such SCF-like iteration is so efficient for TRM and will also present perturbation analysis for TRM. Numerical experiments are reported to support our analysis and show the advantages of TRM in linear discriminant analysis. Extension of TRM to maximizing sum of two trace ratios is also briefly discussed.


报 告 人:

张雷洪,教授,上海财经大学

时    间:

201932809:00

地    点:

明义-204


报告人概况:

张雷洪,2002年和2005年分别获得东南大学学士和硕士学位,2008年获得香港浸会大学博士学位,现为上海财经大学数学学院教授。长期从事最优化理论与计算,数值线性代数,模式识别,数据挖掘等领域的研究。曾赴美国北卡罗来纳州立大学、美国德克萨斯大学阿灵顿分校等进行访问。获第四届Applied Numerical Algebra Prize”。目前已在Math. Comp.SIAM J. Sci. Comput., SIAM J. Matrix Anal. Appl., SIAM J. Opt.等国际顶级期刊上发表SCI学术论文40多篇。目前已主持国家自然科学基金面上项目2,主研参与国家重大研究计划项目1项。






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