  In the past few decades, researchers have proposed many discriminant analysis
(DA) algorithms for the study of high-dimensional data in a variety of
problems. Most DA algorithms for feature extraction are based on
transformations that simultaneously maximize the between-class scatter and
minimize the withinclass scatter matrices. This paper presents a novel DA
algorithm for feature extraction using mutual information (MI). However, it is
not always easy to obtain an accurate estimation for high-dimensional MI. In
this paper, we propose an efficient method for feature extraction that is based
on one-dimensional MI estimations. We will refer to this algorithm as mutual
information discriminant analysis (MIDA). The performance of this proposed
method was evaluated using UCI databases. The results indicate that MIDA
provides robust performance over different data sets with different
characteristics and that MIDA always performs better than, or at least
comparable to, the best performing algorithms.
