Generalized discriminant analysis (GDA) is the nonlinear extension of the classical linear discriminant analysis (LDA) via the kernel trick. Mathematically, GDA aims to solve a generalized eigenequation problem, which is always implemented by the use of singular value decomposition (SVD) in the previously proposed GDA algorithms. A major drawback of SVD, however, is the difficulty of designing an incremental solution for the eigenvalue problem. Moreover, there are still numerical problems of computing the eigenvalue problem of large matrices. In this article, we propose another algorithm for solving GDA as for the case of small sample size problem, which applies QR decomposition rather than SVD. A major contribution of the proposed algorithm is that it can incrementally update the discriminant vectors when new classes are inserted into the training set. The other major contribution of this article is the presentation of the modified kernel Gram-Schmidt (MKGS) orthogonalization algorithm for implementing the QR decomposition in the feature space, which is more numerically stable than the kernel Gram-Schmidt (KGS) algorithm. We conduct experiments on both simulated and real data to demonstrate the better performance of the proposed methods.

Generalized discriminant analysis (GDA) is an extension of the classical linear discriminant analysis (LDA) from linear domain to a nonlinear domain via the kernel trick. However, in the previous algorithm of GDA, the solutions may suffer from the degenerate eigenvalue problem (i.e., several eigenvectors with the same eigenvalue), which makes them not optimal in terms of the discriminant ability. In this letter, we propose a modified algorithm for GDA (MGDA) to solve this problem. The MGDA method aims to remove the degeneracy of GDA and find the optimal discriminant solutions, which maximize the between-class scatter in the subspace spanned by the degenerate eigenvectors of GDA. Theoretical analysis and experimental results on the ORL face database show that the MGDA method achieves better performance than the GDA method.