Flexible shift-invariant locality and globality preserving projections

In data mining and machine learning, the embedding methods have commonly been used as a principled way to understand the high-dimensional data. To solve the out-of-sample problem, local preserving projection (LPP) was proposed and applied to many applications. However, LPP suffers two crucial deficiencies: 1) the LPP has no shift-invariant property which is an important property of embedding methods; 2) the rigid linear embedding is used as constraint, which often inhibits the optimal manifold structures finding. To overcome these two important problems, we propose a novel flexible shift-invariant locality and globality preserving projection method, which utilizes a newly defined graph Laplacian and the relaxed embedding constraint. The proposed objective is very challenging to solve, hence we derive a new optimization algorithm with rigorously proved global convergence. More importantly, we prove our optimization algorithm is a Newton method with fast quadratic convergence rate. Extensive experiments have been performed on six benchmark data sets. In all empirical results, our method shows promising results.