Shen, Chunhua; Li, Hongdong; Brooks, Michael
Many feature extraction approaches end up with a trace quotient formulation. Since it is difficult to directly solve the trace quotient problem, conventionally the trace quotient cost is replaced by an approximation such that the generalised eigen-decomposition can be applied. In this work we directly optimise the trace quotient. It is reformulated as a quasi-linear semidefinite optimisation problem, which can be solved globally and efficiently using standard off-the-shelf semidefinite...[Show more]
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