function [eigvector, eigvalue, elapse] = KDA(options,gnd,data) % KDA: Kernel Discriminant Analysis % % [eigvector, eigvalue] = KDA(options, gnd, data) % % Input: % data - % if options.Kernel = 0 % Data matrix. Each row vector of fea is a data % point. % if options.Kernel = 1 % Kernel matrix. % % gnd - Colunm vector of the label information for each % data point. % options - Struct value in Matlab. The fields in options % that can be set: % % Kernel - 1: data is actually the kernel matrix. % 0: ordinary data matrix. % Default: 0 % % Regu - 1: regularized solution, % a* = argmax (a'KWKa)/(a'KKa+ReguAlpha*I) % 0: solve the sinularity problem by SVD % Default: 0 % % ReguAlpha - The regularization parameter. Valid % when Regu==1. Default value is 0.1. % % Please see constructKernel.m for other Kernel options. % % Output: % eigvector - Each column is an embedding function, for a new % data point (row vector) x, y = K(x,:)*eigvector % will be the embedding result of x. % K(x,:) = [K(x1,x),K(x2,x),...K(xm,x)] % eigvalue - The sorted eigvalue of LDA eigen-problem. % elapse - Time spent on different steps % % Examples: % % fea = rand(50,70); % gnd = [ones(10,1);ones(15,1)*2;ones(10,1)*3;ones(15,1)*4]; % options.KernelType = 'Gaussian'; % options.t = 1; % [eigvector, eigvalue] = KDA(gnd, options, fea); % % feaTest = rand(3,10); % Ktest = constructKernel(feaTest,fea,options) % Y = Ktest*eigvector; % % % % See also KSR, KLPP, KGE % % NOTE: % In paper [2], we present an efficient approach to solve the optimization % problem in KDA. We named this approach as Kernel Spectral Regression % (KSR). I strongly recommend using KSR instead of this KDA algorithm. % %Reference: % % [1] G. Baudat, F. Anouar, “Generalized % Discriminant Analysis Using a Kernel Approach", Neural Computation, % 12:2385-2404, 2000. % % [2] Deng Cai, Xiaofei He, Jiawei Han, "Efficient Kernel Discriminant % Analysis via Spectral Regression", Department of Computer Science % Technical Report No. 2888, University of Illinois at Urbana-Champaign % (UIUCDCS-R-2007-2888), August 2007. % % % version 2.0 --August/2007 % version 1.0 --April/2005 % % Written by Deng Cai (dengcai2 AT cs.uiuc.edu) % if ~exist('data','var') global data; end if (~exist('options','var')) options = []; end if ~isfield(options,'Regu') | ~options.Regu bPCA = 1; else bPCA = 0; if ~isfield(options,'ReguAlpha') options.ReguAlpha = 0.01; end end if isfield(options,'Kernel') & options.Kernel K = data; clear data; K = max(K,K'); elapse.timeK = 0; else [K, elapse.timeK] = constructKernel(data,[],options); end tmp_T = cputime; % ====== Initialization nSmp = size(K,1); if length(gnd) ~= nSmp error('gnd and data mismatch!'); end classLabel = unique(gnd); nClass = length(classLabel); Dim = nClass - 1; K_orig = K; sumK = sum(K,2); H = repmat(sumK./nSmp,1,nSmp); K = K - H - H' + sum(sumK)/(nSmp^2); K = max(K,K'); clear H; %====================================== % SVD %====================================== if bPCA [U,D] = eig(K); D = diag(D); maxEigValue = max(abs(D)); eigIdx = find(abs(D)/maxEigValue < 1e-6); if length(eigIdx) < 1 [dump,eigIdx] = min(D); end D (eigIdx) = []; U (:,eigIdx) = []; elapse.timePCA = cputime - tmp_T; tmp_T = cputime; Hb = zeros(nClass,size(U,2)); for i = 1:nClass, index = find(gnd==classLabel(i)); classMean = mean(U(index,:),1); Hb (i,:) = sqrt(length(index))*classMean; end [dumpVec,eigvalue,eigvector] = svd(Hb,'econ'); eigvalue = diag(eigvalue); if length(eigvalue) > Dim eigvalue = eigvalue(1:Dim); eigvector = eigvector(:,1:Dim); end eigvector = (U.*repmat((D.^-1)',nSmp,1))*eigvector; else Hb = zeros(nClass,nSmp); for i = 1:nClass, index = find(gnd==classLabel(i)); classMean = mean(K(index,:),1); Hb (i,:) = sqrt(length(index))*classMean; end B = Hb'*Hb; T = K*K; elapse.timePCA = cputime - tmp_T; tmp_T = cputime; for i=1:size(T,1) T(i,i) = T(i,i) + options.ReguAlpha; end B = double(B); T = double(T); B = max(B,B'); T = max(T,T'); option = struct('disp',0); [eigvector, eigvalue] = eigs(B,T,Dim,'la',option); eigvalue = diag(eigvalue); end tmpNorm = sqrt(sum((eigvector'*K_orig).*eigvector',2)); eigvector = eigvector./repmat(tmpNorm',size(eigvector,1),1); elapse.timeMethod = cputime - tmp_T; elapse.timeAll = elapse.timeK + elapse.timePCA + elapse.timeMethod;