AAAI Publications, Twenty-First International Joint Conference on Artificial Intelligence

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Multiclass Probabilistic Kernel Discriminant Analysis
Zheng Zhao, Liang Sun, Shipeng Yu, Huan Liu, Jieping Ye

Last modified: 2009-06-26


Kernel discriminant analysis (KDA) is an effective approach for supervised nonlinear dimensionality reduction. Probabilistic models can be used with KDA to improve its robustness. However, the state of the art of such models could only handle binary class problems, which confines their application in many real world problems. To overcome this limitation, we propose a novel nonparametric probabilistic model based on Gaussian Process for KDA to handle multiclass problems. The model provides a novel Bayesian interpretation for KDA, which allows its parameters to be automatically tuned through the optimization of the marginal loglikelihood of the data. Empirical study demonstrates the efficacy of the proposed model.


KDA, multiclass, gaussian process, dimension reduction, kerenl, model selection

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