A Convex Programming Approach to the Trace Quotient Problem
The trace quotient problem arises in many applications in pattern classification and computer vision, e.g., manifold learning, low-dimension embedding, etc. The task is to solve a optimization problem involving maximizing the ratio of two traces, i.e., maxiy Tr(f(W))/Tr(h(W)). This optimization problem itself is non-convex in general, hence it is hard to solve it directly. Conventionally, the trace quotient objective function is replaced by a much simpler quotient trace formula, i.e., maxw Tr...[Show more]
|Collections||ANU Research Publications|
|Source:||Proceedings of the 9th Biennial Conference of the Australian Pattern Recognition Society on Digital Image Computing Techniques and Applications|
|01_Shen_A_Convex_Programming_Approach_2007.pdf||500.91 kB||Adobe PDF||Request a copy|
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