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Linear Discriminant Analysis (LDA) is a dimensionality reduction and classification method. It finds low-dimensional subspace with the strongest class separation and uses it to perform classification. Use this tag for quadratic DA (QDA) too.
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PCA, LDA, CCA, and PLS
How are PCA, LDA, CCA, and PLS related? They all seem "spectral" and linear algebraic and very well understood (say 50+ years of theory built around them). They are used for very different things (PCA …