A least squares formulation of multi-label linear discriminant analysis

The classical linear discriminant analysis has been recently extended to the multi-label dimensionality reduction. However, Multi-label Linear Discriminant Analysis (MLDA) involves dense matrices eigen-decomposition that is known to be computationally expensive for the large-scale problems. In this paper, we present that the formulation of MLDA can be equivalently casted as a new least-squares framework so as to significantly mitigate the computational overhead and scale to the data collections with higher dimension. Further, it is also found that appealing regularization techniques can be incorporated into the least-squares model to boost generalization accuracy. Experimental results on several popular multilabel benchmarks not only verify the established equivalence relationship, but also corroborate the effectiveness and efficiency of our proposed algorithms. (C) 2015 Elsevier B.V. All rights reserved.