Discriminant+Analysis

Discriminant Analysis (Multivariate Methods) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

"**Linear discriminant analysis (LDA)** and the related **Fisher's linear discriminant** are methods used in statistics and machine learning to find the linear combination of features which best separate two or more classes of objects or events. The resulting combination may be used as a linear classifier, or, more commonly, for dimensionality reduction before later classification." - [|Wikipedia]

Special case of canonical correlation. - Lattin


 * Sources:**
 * Linear discriminant analysis. (2009, November 18). In //Wikipedia, The Free Encyclopedia//. Retrieved 16:39, December 2, 2009, from []
 * Analyzing Multivariate Data, by James Lattin, Douglas Carroll and Green ([|Amazon]), page 16