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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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Discriminant analysis vs logistic regression
When the classes are well-separated, the parameter estimates for logistic regression are surprisingly unstable. Coefficients may go to infinity. LDA doesn't suffer from this problem.
If there are co …