Communications inspired linear discriminant analysis
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We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label. By harnessing a recent theoretical result on the gradient of mutual information, the above optimization problem can be solved directly using gradient descent, without requiring simplification of the objective function. Theoretical analysis and empirical comparison are made between the proposed method and two closely related methods, and comparisons are also made with a method in which Rényi entropy is used to define the mutual information (in this case the gradient may be computed simply, under a special parameter setting). Relative to these alternative approaches, the proposed method achieves promising results on real datasets. Copyright 2012 by the author(s)/owner(s).
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Charles S. Sydnor Distinguished Professor of Computer Science
Robert Calderbank is Director of the Information Initiative at Duke University, where he is Professor of Electrical Engineering, Computer Science and Mathematics. He joined Duke in 2010, completed a 3 year term as Dean of Natural Sciences in August 2013, and also served as Interim Director of the Duke Initiative in Innovation and Entrepreneurship in 2012. Before joining Duke he was Professor of Electrical Engineering and Mathematics at Princeton University where he also directed the Program i
James L. Meriam Distinguished Professor of Electrical and Computer Engineering
Lawrence Carin earned the BS, MS, and PhD degrees in electrical engineering at the University of Maryland, College Park, in 1985, 1986, and 1989, respectively. In 1989 he joined the Electrical Engineering Department at Polytechnic University (Brooklyn) as an Assistant Professor, and became an Associate Professor there in 1994. In September 1995 he joined the Electrical and Computer Engineering (ECE) Department at Duke University, where he is now a Professor. He was ECE Department Chair from 2011
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