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Linear Discriminant Analysis bit by bit

17 pointsby rasbtalmost 11 years ago

2 comments

jvmalmost 11 years ago
Note that LDA likely does not give the optimal separating hyperplane when minimizing out-of-sample error. That honor likely belongs to SVMs, and in practice tweaking the kernel and identifying relevant non-linear relationships generally become more important to finding a reasonable classification boundary.
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anateusalmost 11 years ago
Just a note that LDA is also used as a common acronym for Latent Dirichlet Allocation: <a href="http://en.wikipedia.org/wiki/Latent_Dirichlet_allocation" rel="nofollow">http:&#x2F;&#x2F;en.wikipedia.org&#x2F;wiki&#x2F;Latent_Dirichlet_allocation</a>