Abstract

Dimensionality reduction is commonly used in the setting of multi-label supervised classification to control the learning capacity and to provide a meaningful representation of the data. We introduce a simple forward probabilistic model which is a multinomial extension of reduced rank regression, and show that this model provides a probabilistic interpretation of discriminative clustering methods with added benefits in terms of number of hyperparameters and optimization. While the expectation-maximization (EM) algorithm is commonly used to learn these probabilistic models, it usually leads to local maxima because it relies on a non-convex cost function. To avoid this problem, we introduce a local approximation of this cost function, which in turn leads to a quadratic non-convex optimization problem over a product of simplices. In order to maximize quadratic functions, we propose an efficient algorithm based on convex relaxations and lowrank representations of the data, capable of handling large-scale problems. Experiments on text document classification show that the new model outperforms other supervised dimensionality reduction methods, while simulations on unsupervised clustering show that our probabilistic formulation has better properties than existing discriminative clustering methods.