Deep Linear Discriminant Analysis

We introduce Deep Linear Discriminant Analysis ( DeepLDA ) which learns lin- early separable latent representations in an end-to-end fashion. Classic LDA ex- tracts features which preserve class separability and is used for dimensionality reduction for many classification problems. The central idea of this paper is to put LDA on top of a deep neural network. This can be seen as a non-linear ex- tension of classic LDA. Instead of maximizing the likelihood of target labels for individual samples, we propose an objective function that pushes the network to produce feature distributions which: (a) have low variance within the same class and (b) high variance between different classes. Our objective is derived from the general LDA eigenvalue problem and still allows to train with stochastic gradient descent and back-propagation. For evaluation we test our approach on three dif- ferent benchmark datasets (MNIST, CIFAR-10 and STL-10). DeepLDA produces competitive results on MNIST and CIFAR-10 and outperforms a network trained with categorical cross entropy (having the same architecture) on a supervised set- ting of STL-10.