Dimensionality Reduction using Generalized Discriminant Analysis (GDA)

Generalized Discriminant Analysis - a non-linear feature dimensionality reduction technique

GDA is one of dimensionality reduction techniques, which projects a data matrix from a high-dimensional space into a low-dimensional space by maximizing the ratio of between-class scatter to within-class scatter.

More details can be found in Section 4.3 of:

M. Haghighat, S. Zonouz, M. Abdel-Mottaleb, "CloudID: Trustworthy cloud-based and cross-enterprise biometric identification," Expert Systems with Applications, vol. 42, no. 21, pp. 7905-7916, 2015.
http://dx.doi.org/10.1016/j.eswa.2015.06.025

(C) Mohammad Haghighat, University of Miami
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PLEASE CITE THE ABOVE PAPER IF YOU USE THIS CODE.