%%用LDA将数据降维
% 输入参数
% data:m*n的原始数据,m为样本个数,n为维数
% N:各个类别的样本总数,与data中的数据对应
% reduced_dim:新的数据维数
% 输出参数
% reduced_data:经过LDA处理后的m*reduced_dim的新数据
% 示例
% data=[2.95 6.63 2.53 7.79 3.57 5.653.16 5.472.58 4.46 2.16 6.22 3.27 3.52]
% N=[4 3]
function reduced_data=LDA(data,N,reduced_dim)
C=length(N)
dim=size(data',1)%%用LDA将数据降维
% 输入参数
% data:m*n的原始数据,m为样本个数,n为维数
% N:各个类别的样本总数,与data中的数据对应
% reduced_dim:新的数据维数
% 输出参数
% reduced_data:经过LDA处理后的m*reduced_dim的新数据
% 示例
% data=[2.95 6.63 2.53 7.79 3.57 5.653.16 5.472.58 4.46 2.16 6.22 3.27 3.52]
% N=[4 3]
function reduced_data=LDA(data,N,reduced_dim)
C=length(N)
dim=size(data',1)% 计算每类样本在data中的起始、终止行盯脊数
pos=zeros(C,2)
for i=1:C
START=1
if i>1
START=START+sum(N(1:i-1))
end
END=sum(N(1:i))
pos(i,:)=[START END]
end% 每类样本均值
UI=[]
for i=1:C
if pos(i,1)==pos(i,2)
% pos(i,1)==pos(i,2)时,mean函数不能工作
UI=[UIdata(pos(i,1),:)]
else
UI=[UImean(data(pos(i,1):pos(i,2),:))]
end
end
% 总体均值
U=mean(data)% 类间散度矩阵
SB=zeros(dim,dim)
for i=1:C
SB=SB+N(i)*(UI(i,:)-U)'*(UI(i,:)-U)
end% 类内散度矩阵
SW=zeros(dim,dim)
for i=1:C
for j=pos(i,1):pos(i,2)
SW=SW+(data(j,:)-UI(i,:))'*(data(j,:)-UI(i,:))
end
end% 该部分可以要,也可以不要
SW=SW/sum(N)
SB=SB/sum(N)% 计算特征值与特征向量
matrix=pinv(SW)*SB
[V,D]=eig(matrix)
condition=dim-reduced_dim+1:dim
V=V(:,condition)% 根据新的特征向量,将数据映射到新空间
reduced_data=data*V
%%用LDA将陆返数据降维% 输入参数
% data:m*n的原始数据,m为样本个数,n为维数
% N:各个类别的样本总数,与data中的数据对应
% reduced_dim:新的数据维数
% 输出参数
% reduced_data:经过LDA处理后的m*reduced_dim的新数早则饥据
% 示例
% data=[2.95 6.632.53 7.793.57 5.653.16 5.472.58 4.462.16 6.223.27 3.52]
% N=[4 3]
function reduced_data=LDA(data,N,reduced_dim)
C=length(N)
dim=size(data',1)
% 计算每类样本在data中的起始、终止行数
pos=zeros(C,2)
for i=1:C
START=1
if i>1
START=START+sum(N(1:i-1))
end
END=sum(N(1:i))
pos(i,:)=[START END]
end
% 每类样本均值
UI=[]
for i=1:C
if pos(i,1)==pos(i,2)
% pos(i,1)==pos(i,2)时,mean函数不能工作
UI=[UIdata(pos(i,1),:)]
else
UI=[UImean(data(pos(i,1):pos(i,2),:))]
end
end
% 总体均值
U=mean(data)
% 类间散度矩阵
SB=zeros(dim,dim)
for i=1:C
SB=SB+N(i)*(UI(i,:)-U)'*(UI(i,:)-U)
end
% 类内散度矩阵
SW=zeros(dim,dim)
for i=1:C
for j=pos(i,1):pos(i,2)
SW=SW+(data(j,:)-UI(i,:))'*(data(j,:)-UI(i,:))
end
end
% 该部分可以要,也可以不要
SW=SW/sum(N)
SB=SB/sum(N)
% 计算特征值与特征向量
matrix=pinv(SW)*SB
[V,D]=eig(matrix)
condition=dim-reduced_dim+1:dim
V=V(:,condition)
% 根据新的特征向量,将数据映射到新空间
reduced_data=data*V
end
运行环境为matlab2011a,低版本的运行也应该没问题,可以作为你的参考。
% 计算每类样本在data中的起始、终止行数
pos=zeros(C,2)
for i=1:C
START=1
if i>1
START=START+sum(N(1:i-1))
end
END=sum(N(1:i))
pos(i,:)=[START END]
end程序程
% 每类样本均值
UI=[]
for i=1:C
if pos(i,1)==pos(i,2)
% pos(i,1)==pos(i,2)时,mean函数不能工作
UI=[UIdata(pos(i,1),:)]
else
UI=[UImean(data(pos(i,1):pos(i,2),:))]
end
end
% 总体均值
U=mean(data)
% 类间散度矩阵
SB=zeros(dim,dim)
for i=1:C
SB=SB+N(i)*(UI(i,:)-U)'*(UI(i,:)-
% 类内散度矩阵
SW=zeros(dim,dim)
for i=1:C
for j=pos(i,1):pos(i,2)
SW=SW+(data(j,:)-UI(i,:))'*(data(j,:)-UI(i,:))
end
end
% 该部分可以要,也可以不要
SW=SW/sum(N)
SB=SB/su
% 计算特征值与特征向量
matrix=pinv(SW)*SB
[V,D]=eig(matrix)
condition=dim-reduced_dim+1:dim
V=V(:,condition)
% 根据新的特征向量,将数据映射到新空间
reduced_data=data
以下是宏者LDA的m文件函数:你稍稍改改就能用了!
function [eigvector, eigvalue, elapse] = LDA(gnd,options,data)
% LDA: Linear Discriminant Analysis
%
% [eigvector, eigvalue] = LDA(gnd, options, data)
%
% Input:
% data - Data matrix. Each row vector of fea is a data point.
% gnd - Colunm vector of the label information for each
% data point.
% options - Struct value in Matlab. The fields in options
% that can be set:
%
%Regu - 1: regularized solution,
%a* = argmax (a'X'WXa)/(a'X'灶正Xa+ReguAlpha*I)
% 0: solve the sinularity problem by SVD
% Default: 0
%
% ReguAlpha - The regularization parameter. Valid
% when Regu==1. Default value is 0.1.
%
%ReguType - 'Ridge': Tikhonov regularization
% 'Custom': User provided
% regularization matrix
% Default: 'Ridge'
%regularizerR - (nFea x nFea) regularization
% matrix which should be provided
% if ReguType is '隐绝悔Custom'. nFea is
% the feature number of data
% matrix
%Fisherface - 1: Fisherface approach
% PCARatio = nSmp - nClass
% Default: 0
%
%PCARatio - The percentage of principal
%component kept in the PCA
%step. The percentage is
%calculated based on the
%eigenvalue. Default is 1
%(100%, all the non-zero
%eigenvalues will be kept.
%If PCARatio >1, the PCA step
%will keep exactly PCARatio principle
%components (does not exceed the
%exact number of non-zero components).
%
%
% Output:
% eigvector - Each column is an embedding function, for a new
% data point (row vector) x, y = x*eigvector
% will be the embedding result of x.
% eigvalue - The sorted eigvalue of LDA eigen-problem.
% elapse- Time spent on different steps
%
%Examples:
%
% fea = rand(50,70)
% gnd = [ones(10,1)ones(15,1)*2ones(10,1)*3ones(15,1)*4]
% options = []
% options.Fisherface = 1
% [eigvector, eigvalue] = LDA(gnd, options, fea)
% Y = fea*eigvector
%
%
% See also LPP, constructW, LGE
%
%
%
%Reference:
%
% P. N. Belhumeur, J. P. Hespanha, and D. J. Kriegman, 揈igenfaces
% vs. fisherfaces: recognition using class specific linear
% projection,� IEEE Transactions on Pattern Analysis and Machine
% Intelligence, vol. 19, no. 7, pp. 711-720, July 1997.
%
% Deng Cai, Xiaofei He, Yuxiao Hu, Jiawei Han, and Thomas Huang,
% "Learning a Spatially Smooth Subspace for Face Recognition", CVPR'2007
%
% Deng Cai, Xiaofei He, Jiawei Han, "SRDA: An Efficient Algorithm for
% Large Scale Discriminant Analysis", IEEE Transactions on Knowledge and
% Data Engineering, 2007.
%
% version 2.1 --June/2007
% version 2.0 --May/2007
% version 1.1 --Feb/2006
% version 1.0 --April/2004
%
% Written by Deng Cai (dengcai2 AT cs.uiuc.edu)
%
if ~exist('data','var')
global data
end
if (~exist('options','var'))
options = []
end
if ~isfield(options,'Regu') | ~options.Regu
bPCA = 1
if ~isfield(options,'PCARatio')
options.PCARatio = 1
end
else
bPCA = 0
if ~isfield(options,'ReguType')
options.ReguType = 'Ridge'
end
if ~isfield(options,'ReguAlpha')
options.ReguAlpha = 0.1
end
end
tmp_T = cputime
% ====== Initialization
[nSmp,nFea] = size(data)
if length(gnd) ~= nSmp
error('gnd and data mismatch!')
end
classLabel = unique(gnd)
nClass = length(classLabel)
Dim = nClass - 1
if bPCA &isfield(options,'Fisherface') &options.Fisherface
options.PCARatio = nSmp - nClass
end
if issparse(data)
data = full(data)
end
sampleMean = mean(data,1)
data = (data - repmat(sampleMean,nSmp,1))
bChol = 0
if bPCA &(nSmp >nFea+1) &(options.PCARatio >= 1)
DPrime = data'*data
DPrime = max(DPrime,DPrime')
[R,p] = chol(DPrime)
if p == 0
bPCA = 0
bChol = 1
end
end
%======================================
% SVD
%======================================
if bPCA
if nSmp >nFea
ddata = data'*data
ddata = max(ddata,ddata')
[eigvector_PCA, eigvalue_PCA] = eig(ddata)
eigvalue_PCA = diag(eigvalue_PCA)
clear ddata
maxEigValue = max(abs(eigvalue_PCA))
eigIdx = find(eigvalue_PCA/maxEigValue <1e-12)
eigvalue_PCA(eigIdx) = []
eigvector_PCA(:,eigIdx) = []
[junk, index] = sort(-eigvalue_PCA)
eigvalue_PCA = eigvalue_PCA(index)
eigvector_PCA = eigvector_PCA(:, index)
%=======================================
if options.PCARatio >1
idx = options.PCARatio
if idx <length(eigvalue_PCA)
eigvalue_PCA = eigvalue_PCA(1:idx)
eigvector_PCA = eigvector_PCA(:,1:idx)
end
elseif options.PCARatio <1
sumEig = sum(eigvalue_PCA)
sumEig = sumEig*options.PCARatio
sumNow = 0
for idx = 1:length(eigvalue_PCA)
sumNow = sumNow + eigvalue_PCA(idx)
if sumNow >= sumEig
break
end
end
eigvalue_PCA = eigvalue_PCA(1:idx)
eigvector_PCA = eigvector_PCA(:,1:idx)
end
%=======================================
eigvalue_PCA = eigvalue_PCA.^-.5
data = (data*eigvector_PCA).*repmat(eigvalue_PCA',nSmp,1)
else
ddata = data*data'
ddata = max(ddata,ddata')
[eigvector, eigvalue_PCA] = eig(ddata)
eigvalue_PCA = diag(eigvalue_PCA)
clear ddata
maxEigValue = max(eigvalue_PCA)
eigIdx = find(eigvalue_PCA/maxEigValue <1e-12)
eigvalue_PCA(eigIdx) = []
eigvector(:,eigIdx) = []
[junk, index] = sort(-eigvalue_PCA)
eigvalue_PCA = eigvalue_PCA(index)
eigvector = eigvector(:, index)
%=======================================
if options.PCARatio >1
idx = options.PCARatio
if idx <length(eigvalue_PCA)
eigvalue_PCA = eigvalue_PCA(1:idx)
eigvector = eigvector(:,1:idx)
end
elseif options.PCARatio <1
sumEig = sum(eigvalue_PCA)
sumEig = sumEig*options.PCARatio
sumNow = 0
for idx = 1:length(eigvalue_PCA)
sumNow = sumNow + eigvalue_PCA(idx)
if sumNow >= sumEig
break
end
end
eigvalue_PCA = eigvalue_PCA(1:idx)
eigvector = eigvector(:,1:idx)
end
%=======================================
eigvalue_PCA = eigvalue_PCA.^-.5
eigvector_PCA = (data'*eigvector).*repmat(eigvalue_PCA',nFea,1)
data = eigvector
clear eigvector
end
else
if ~bChol
DPrime = data'*data
% options.ReguAlpha = nSmp*options.ReguAlpha
switch lower(options.ReguType)
case {lower('Ridge')}
for i=1:size(DPrime,1)
DPrime(i,i) = DPrime(i,i) + options.ReguAlpha
end
case {lower('Tensor')}
DPrime = DPrime + options.ReguAlpha*options.regularizerR
case {lower('Custom')}
DPrime = DPrime + options.ReguAlpha*options.regularizerR
otherwise
error('ReguType does not exist!')
end
DPrime = max(DPrime,DPrime')
end
end
[nSmp,nFea] = size(data)
Hb = zeros(nClass,nFea)
for i = 1:nClass,
index = find(gnd==classLabel(i))
classMean = mean(data(index,:),1)
Hb (i,:) = sqrt(length(index))*classMean
end
elapse.timeW = 0
elapse.timePCA = cputime - tmp_T
tmp_T = cputime
if bPCA
[dumpVec,eigvalue,eigvector] = svd(Hb,'econ')
eigvalue = diag(eigvalue)
eigIdx = find(eigvalue <1e-3)
eigvalue(eigIdx) = []
eigvector(:,eigIdx) = []
eigvalue = eigvalue.^2
eigvector = eigvector_PCA*(repmat(eigvalue_PCA,1,length(eigvalue)).*eigvector)
else
WPrime = Hb'*Hb
WPrime = max(WPrime,WPrime')
dimMatrix = size(WPrime,2)
if Dim >dimMatrix
Dim = dimMatrix
end
if isfield(options,'bEigs')
if options.bEigs
bEigs = 1
else
bEigs = 0
end
else
if (dimMatrix >1000 &Dim <dimMatrix/10) | (dimMatrix >500 &Dim <dimMatrix/20) | (dimMatrix >250 &Dim <dimMatrix/30)
bEigs = 1
else
bEigs = 0
end
end
if bEigs
%disp('use eigs to speed up!')
option = struct('disp',0)
if bChol
option.cholB = 1
[eigvector, eigvalue] = eigs(WPrime,R,Dim,'la',option)
else
[eigvector, eigvalue] = eigs(WPrime,DPrime,Dim,'la',option)
end
eigvalue = diag(eigvalue)
else
[eigvector, eigvalue] = eig(WPrime,DPrime)
eigvalue = diag(eigvalue)
[junk, index] = sort(-eigvalue)
eigvalue = eigvalue(index)
eigvector = eigvector(:,index)
if Dim <size(eigvector,2)
eigvector = eigvector(:, 1:Dim)
eigvalue = eigvalue(1:Dim)
end
end
end
for i = 1:size(eigvector,2)
eigvector(:,i) = eigvector(:,i)./norm(eigvector(:,i))
end
elapse.timeMethod = cputime - tmp_T
elapse.timeAll = elapse.timePCA + elapse.timeMethod
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