Incremental Fisher linear discriminant based on data denoising

摘要

In this article we consider Incremental Fisher linear discriminant (IFLD) based on data denoising. The data denoising is completed by Markov sampling such that the generated non-noise sample sequence is an uniformly ergodic Markov chain (u.e.M.c.). We first establish the generalization bounds of IFLD with u.e.M.c. samples, and prove that the IFLD algorithm with u.e.M.c. samples is consistent. We also present two new IFLD classification algorithms based on Markov sampling, IFLD based on Markov sampling (IFLD-MS) and improved IFLD based on Markov sampling (IIFLD-MS). Experimental results of benchmark repository suggest that IFLD-MS and IIFLD-MS have better performance than the classical IFLD, the incremental support vector machine (ISVM) and other IFLD algorithms.