Discriminative Dimensionality Reduction for Multi-Dimensional Sequences.

Since the observables at particular time instants in a temporal sequence exhibit dependencies, they are not independent samples. Thus, it is not plausible to apply i.i.d. assumption-based dimensionality reduction methods to sequence data. This paper presents a novel supervised dimensionality reduction approach for sequence data, called Linear Sequence Discriminant Analysis (LSDA). It learns a line...