@MISC{Park_generalizedsingular, author = {Cheonghee Park and Haesun Park}, title = {Generalized Singular Value Decomposition}, year = {} }
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Abstract
In Linear Discriminant Analysis (LDA), a dimension reducing linear transformation is found in order to better distinguish clusters from each other in the reduced dimensional space. However, LDA has a limitation that one of the scatter matrices is required to be nonsingular and the nonlinearly clustered structure is not easily captured. We propose a nonlinear discriminant analysis based on kernel functions and the generalized singular value decomposition called KDA/GSVD, which is a nonlinear extension of LDA and works regardless of the nonsingularity of the scatter matrices in either the input space or feature space. Our experimental results show that our method is a very effective nonlinear dimension reduction method.