Method and system for incrementally learning an adaptive subspace by optimizing the maximum margin criterion

摘要

A method and system for generating a projection matrix for projecting data from a high dimensional space to a low dimensional space. The system establishes an objective function based on a maximum margin criterion matrix. The system then provides data samples that are in the high dimensional space and have a class. For each data sample, the system incrementally derives leading eigenvectors of the maximum margin criterion matrix based on the derivation of the leading eigenvectors of the last data sample. The derived eigenvectors compose the projection matrix, which can be used to project data samples in a high dimensional space into a low dimensional space.