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Linear discriminant analysis (LDA) is a very popular supervised feature extraction method and has been extended to different variants. However, classical LDA has the following problems: 1) The obtained discriminant projection does not have good interpretability for features; 2) LDA is sensitive to noise; and 3) LDA is sensitive to the selection of number of projection directions. In this paper, a novel feature extraction method called robust sparse linear discriminant analysis (RSLDA) is proposed to solve the above problems. Specifically, RSLDA adaptively selects the most discriminative features for discriminant analysis by introducing the $l_{2,1}$ norm. An orthogonal matrix and a sparse matrix are also simultaneously introduced to guarantee that the extracted features can hold the main energy of the original data and enhance the robustness to noise, and thus RSLDA has the potential to perform better than other discriminant methods. Extensive experiments on six databases demonstrate that the proposed method achieves the competitive performance compared with other state-of-the-art feature extraction methods. Moreover, the proposed method is robust to the noisy data. [ABSTRACT FROM AUTHOR]

High-dimensional data contain not only redundancy but also noises produced by the sensors. These noises are usually non-Gaussian distributed. The metrics based on Euclidean distance are not suitable for these situations in general. In order to select the useful features and combat the adverse effects of the noises simultaneously, a robust sparse subspace learning method in unsupervised scenario is proposed in this paper based on the maximum correntropy criterion that shows strong robustness against outliers. Furthermore, an iterative strategy based on half quadratic and an accelerated block coordinate update is proposed. The convergence analysis of the proposed method is also carried out to ensure the convergence to a reliable solution. Extensive experiments are conducted on real-world data sets to show that the new method can filter out the outliers and outperform several state-of-the-art unsupervised feature selection methods. [ABSTRACT FROM AUTHOR]