In many real-world applications, data are represented by matrices or high-order tensors. Despite the promising performance, the existing 2-D discriminant analysis algorithms employ a single projection model to exploit the discriminant information for projection, making the model less flexible. In this paper, we propose a novel compound rank-$k$ projection (CRP) algorithm for bilinear analysis. The CRP deals with matrices directly without transforming them into vectors, and it, therefore, preserves the correlations within the matrix and decreases the computation complexity.
Different from the existing 2-D discriminant analysis algorithms, objective function values of CRP increase monotonically. In addition, the CRP utilizes multiple rank-$k$ projection models to enable a larger search space in which the optimal solution can be found. In this way, the discriminant ability is enhanced. We have tested our approach on five data sets, including UUIm, CVL, Pointing’04, USPS, and Coil20. Experimental results show that the performance of our proposed CRP performs better than other algorithms in terms of classification accuracy.