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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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Deriving total (within class + between class) scatter matrix
I was fiddling with PCA and LDA methods and I am stuck at a point, I have a feeling that it is so simple that I can't see it.
Within-class ($S_W$) and between-class ($S_B$) scatter matrices are defin …