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Techniques for reducing a large number of variables or dimensions spanned by data to a smaller number of dimensions while preserving as much information about the data as possible. Prominent methods include PCA, Factor Analysis, MDS, Independent Component Analysis, Multiple Correspondence Analysis, Isomap, etc. The two main subclasses of techniques: feature extraction and feature selection.

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Derivation of $S_W^{-1} S_B$ during the calculation of LDA

As an addition to @bookmins answer the concept of how to get to the term $S_W^{-1}S_B$ can be looked up here and in Marsland, S. (2015). Machine Learning an Algorithmic Perspective. 2nd ed. Boca Raton …
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Derivation of $S_W^{-1} S_B$ during the calculation of LDA

I try to reason the computations during the search for the optimal weight vector $w$ during the calculations of LDA. Therefore I use several text books like: Kuhn, M. and Johnson, K. (2013) Applied …
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