Incremental linear discriminant analysis for evolving feature spaces in multitask pattern recognition problems

In this paper, we propose a new incremental linear discriminant analysis (ILDA) for multitask pattern recognition (MTPR) problems in which a chunk of training data for a particular task are given sequentially and the task is switched to another related task one after another. The Pang et al.’s ILDA is extended such that a discriminant space of the current task is augmented with effective discriminant vectors that are selected from other tasks based on the class separability. We call this selective augmentation of discriminant vectors knowledge transfer of feature space. In the experiments, the proposed ILDA is evaluated for seven MTPR problems, each of which consists of three recognition tasks. The results demonstrate that the proposed ILDA with knowledge transfer outperforms the conventional ILDA and its naive extension to MTPR problems with regard to both class separability and recognition accuracy. We confirm that the proposed knowledge transfer works well to evolve effective feature spaces online in MTPR problems.

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