Timeline for Derivation of $S_W^{-1} S_B$ during the calculation of LDA
Current License: CC BY-SA 4.0
6 events
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| Jul 10, 2018 at 11:44 | comment | added | boomkin | I edited the answer, I didn't know that the term "generalised eigenvalue problem" had a separate meaning, but I looked up and and indeed it is misleading in this case. On top of my head, I would consider using one matrix instead of two "more general", but I guess the word "standard" is the right one here. | |
| Jul 10, 2018 at 11:37 | history | edited | boomkin | CC BY-SA 4.0 |
LDA Is a generalised eigenvalue problem, PCA is a regular eigenvalue problem
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| Jul 10, 2018 at 11:30 | comment | added | amoeba | Good answer overall, but I am confused by the last paragraph. PCA does not result in a generalized eigenvalue problem; it results in a "standard" (non-generalized) eigenvalue problem. | |
| Jul 9, 2018 at 3:34 | vote | accept | 2Obe | ||
| Jul 8, 2018 at 22:26 | history | edited | boomkin | CC BY-SA 4.0 |
centering latex
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| Jul 8, 2018 at 22:20 | history | answered | boomkin | CC BY-SA 4.0 |