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math.ST2022
On the trace ratio method and Fisher's discriminant analysis for robust multigroup classification
Giulia Ferrandi, Igor V. Kravchenko, Michiel E. Hochstenbach +1
We compare two different linear dimensionality reduction strategies for the multigroup classification problem: the trace ratio method and Fisher's discriminant analysis. Recently,…
math.NA2022
A homogeneous Rayleigh quotient with applications in gradient methods
Giulia Ferrandi, Michiel E. Hochstenbach
Given an approximate eigenvector, its (standard) Rayleigh quotient and harmonic Rayleigh quotient are two well-known approximations of the corresponding eigenvalue. We propose a ne…
math.NA2022
A harmonic framework for stepsize selection in gradient methods
Giulia Ferrandi, Michiel E. Hochstenbach, Natasa Krejic
We study the use of inverse harmonic Rayleigh quotients with target for the stepsize selection in gradient methods for nonlinear unconstrained optimization problems. This provides…