Multi-class pairwise linear dimensionality reduction using heteroscedastic schemes

Accepted version of an article published in the journal: Pattern Recognition. Published version on Sciverse: http://dx.doi.org/10.1016/j.patcog.2010.01.018 Linear dimensionality reduction (LDR) techniques have been increasingly important in pattern recognition (PR) due to the fact that they permit a relatively simple mapping of the problem onto a lower-dimensional subspace, leading to simple and computationally efficient classification strategies. Although the field has been well developed for the two-class problem, the corresponding issues encountered when dealing with multiple classes are far from trivial. In this paper, we argue that, as opposed to the traditional LDR multi-class schemes…