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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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Why are Gaussian "discriminant" analysis models called so?

Gaussian discriminant analysis models learn $P(x|y)$ and then apply Bayes rule to evaluate $$P(y|x) = \frac{P(x|y)P_{prior}(y)}{\Sigma_{g \in Y} P(x|g) P_{prior}(g) }.$$ Hence, they are generative mo …
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