A New Approach for Supervised Dimensionality Reduction

This article develops a new approach for supervised dimensionality reduction. This approach considers both global and local structures of a labelled data set and maximizes a new objective that includes the effects from both of them. The objective can be approximately optimized by solving an eigenvalue problem. The approach is evaluated based on a few benchmark data sets and image databases. Its performance is also compared with a few other existing approaches for dimensionality reduction. Testing results show that, on average, this new approach can achieve more accurate results for dimensionality reduction than existing approaches.