Linked Questions

24
votes
4answers
19k views

What is the relationship between regression and linear discriminant analysis (LDA)?

Is there a relationship between regression and linear discriminant analysis (LDA)? What are their similarities and differences? Does it make any difference if there are two classes or more than two ...
26
votes
2answers
20k views

Three versions of discriminant analysis: differences and how to use them

Can anybody explain differences and give specific examples how to use these three analyses? LDA - Linear Discriminant Analysis FDA - Fisher's Discriminant Analysis QDA - Quadratic Discriminant ...
15
votes
3answers
6k views

Discriminant analysis vs logistic regression

I found some pros of discriminant analysis and I've got questions about them. So: When the classes are well-separated, the parameter estimates for logistic regression are surprisingly unstable. ...
13
votes
1answer
10k views

Algebra of LDA. Fisher discrimination power of a variable and Linear Discriminant Analysis

Apparently, the Fisher analysis aims at simultaneously maximising the between-class separation, while minimising the within-class dispersion. A useful measure of the discrimination power of a ...
15
votes
1answer
20k views

What are “coefficients of linear discriminants” in LDA?

In R, I use lda function from library MASS to do classification. As I understand LDA, input $...
10
votes
1answer
7k views

Bayesian and Fisher's approaches to linear discriminant analysis

I know 2 approaches to do LDA, the Bayesian approach and the Fisher's approach. Suppose we have the data $(x,y)$, where $x$ is the $p$-dimensional predictor and $y$ is the dependent variable of $K$ ...
9
votes
1answer
2k views

Sources' seeming disagreement on linear, quadratic and Fisher's discriminant analysis

I'm studying discriminant analysis, but I'm having a difficult time reconciling several different explanations. I believe I must be missing something, because I've never encountered this (seeming) ...
3
votes
2answers
2k views

Why is LDA considered to be a classifier?

I am new to machine learning and I was reading about dimensional reduction algorithms like LDA(linear discriminant analysis) and PCA. Currently I am using LDA to find the optimal dimensions that ...
7
votes
1answer
1k views

Relation of Mahalanobis Distance to Log Likelihood

The Wikipedia entry on Mahalanobis Distance contains this note: Another intuitive description of Mahalanobis distance is that it is square root of the negative log likelihood. That is, the ...
3
votes
2answers
1k views

Can you use discriminant analysis to classify new observations into categories generated by a previous $k$-means clustering?

After doing k-means clustering on a set of observations, I would like to construct a discriminant function so as to classify new observations into the categories I found after k-means. Is this at all ...
0
votes
1answer
2k views

How is the tied covariance matrix enforced in Linear Discriminant Analysis?

In the general case of Gaussian Discriminant Analysis, we learn the Gaussian parameters for each class. I understand that if each class distribution has the same covariance matrix, then the learned ...
1
vote
0answers
2k views

Interpreting LD1 and LD2 in lda in R

I'm conducting an experiment in R. I am using the rattle library that contains a sample of the wine related data. Within this ...
2
votes
1answer
1k views

A question on discriminant analysis- Linear discriminant function

Above is part of an examination paper. I am not sure how to understand this SAS output. Especially what is there in the last table which looks to me like two discriminant functions. Can someone help ...
1
vote
1answer
1k views

How does Fisher LDA work?

Intuitively, how does Fisher LDA work? From this Linear discriminant analysis and Bayes rule: classification I completely understood the Bayesian approach but I'm not able to relate it to the Fisher'...
1
vote
0answers
1k views

Coefficients of Linear Discriminants in R

I've read the answers in What are "coefficients of linear discriminants" in LDA?, but I still don't understand what coefficients of linear discriminants on output of R means. What is it? (...

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