Trace Ratio vs Ratio Trace methods for multi dimensionality reduction

In this paper, we introduce a higher order approach for dimension reduction based on the Trace Ratio problem. We show the existence and uniqueness of the solution, and we provide a relationship between the Trace Ratio problem and the Ratio Trace problem. We also propose a new algorithm to solve the Trace Ratio problem. We apply the approach to generalize the Linear Discriminant Analysis (LDA) to higher order tensors. We provide some numerical experiments to illustrate the efficiency of the proposed method. The method is based on the Einstein product, and it is a generalization of the state-of-the-art trace based DR methods to higher order tensors. The superiority of the Tensor-based methods have been shown experimentally, which motivates us to extend the state-of-the-art Ratio Trace based DR methods to higher order tensors via the Einstein product.