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On the equivalent of low-rank linear regressions and linear discriminant analysis based regressions

Published: 11 August 2013 Publication History

Abstract

The low-rank regression model has been studied and applied to capture the underlying classes/tasks correlation patterns, such that the regression/classification results can be enhanced. In this paper, we will prove that the low-rank regression model is equivalent to doing linear regression in the linear discriminant analysis (LDA) subspace. Our new theory reveals the learning mechanism of low-rank regression, and shows that the low-rank structures exacted from classes/tasks are connected to the LDA projection results. Thus, the low-rank regression efficiently works for the high-dimensional data.
Moreover, we will propose new discriminant low-rank ridge regression and sparse low-rank regression methods. Both of them are equivalent to doing regularized regression in the regularized LDA subspace. These new regularized objectives provide better data mining results than existing low-rank regression in both theoretical and empirical validations. We evaluate our discriminant low-rank regression methods by six benchmark datasets. In all empirical results, our discriminant low-rank models consistently show better results than the corresponding full-rank methods.

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    cover image ACM Conferences
    KDD '13: Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining
    August 2013
    1534 pages
    ISBN:9781450321747
    DOI:10.1145/2487575
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Published: 11 August 2013

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    Author Tags

    1. linear discriminant analysis
    2. low-rank regression
    3. low-rank ridge regression
    4. sparse low-rank regression

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    KDD '13 Paper Acceptance Rate 125 of 726 submissions, 17%;
    Overall Acceptance Rate 1,133 of 8,635 submissions, 13%

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