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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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Supervised dimensionality reduction
I have a data set consisting of 15K labeled samples (of 10 groups). I want to apply dimensionality reduction into 2 dimensions, that would take into consideration the knowledge of the labels.
When I …