On applying linear discriminant analysis for multi-labeled problems

Linear discriminant analysis (LDA) is one of the most popular dimension reduction methods, but it is originally focused on a single-labeled problem. In this paper, we derive the formulation for applying LDA for a multi-labeled problem. We also propose a generalized LDA algorithm which is effective in a high dimensional multi-labeled problem. Experimental results demonstrate that by considering multi-labeled structure, LDA can achieve computational efficiency and also improve classification performances.