Bilinear Lanczos components for fast dimensionality reduction and feature extraction

Matrix-based methods such as generalized low rank approximations of matrices (GLRAM) have gained wide attention from researchers in pattern recognition and machine learning communities. In this paper, a novel concept of bilinear Lanczos components (BLC) is introduced to approximate the projection vectors obtained from eigen-based methods without explicit computing eigenvectors of the matrix. This new method sequentially reduces the reconstruction error for a Frobenius-norm based optimization criterion, and the resulting approximation performance is thus improved during successive iterations. In addition, a theoretical clue for selecting suitable dimensionality parameters without losing classification information is presented in this paper. The BLC approach realizes dimensionality reduction and feature extraction by using a small number of Lanczos components. Extensive experiments on face recognition and image classification are conducted to evaluate the efficiency and effectiveness of the proposed algorithm. Results show that the new approach is competitive with the state-of-the-art methods, while it has a much lower training cost.