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A field of mathematics concerned with the study of finite dimensional vector spaces, including matrices and their manipulation, which are important in statistics.

1 vote

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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