A Bi-level Nonlinear Eigenvector Algorithm for Wasserstein Discriminant Analysis

no code implementations • 21 Nov 2022 • Dong Min Roh, Zhaojun Bai, Ren-cang Li

Much like the classical Fisher linear discriminant analysis (LDA), the recently proposed Wasserstein discriminant analysis (WDA) is a linear dimensionality reduction method that seeks a projection matrix to maximize the dispersion of different data classes and minimize the dispersion of same data classes via a bi-level optimization.

Dimensionality Reduction