I. Introduction
Feature extraction is an important technique for high-dimensional data, which can avoid the curse of dimensionality and improve computational efficiency in pattern classification. It has been widely used in many practical applications [1]–[3], such as, face recognition, image analysis, and so on. The main objective of feature extraction is to find meaningful low-dimensional representations of high-dimensional patterns such that the inherent data structures and relations are revealed. Two famous dimensionality reduction techniques, principal component analysis (PCA) [4] and linear discriminant analysis (LDA) [5], have been extensively used in face and digit image recognition [6]–[9].