Dimensionality Reduction

Linear Discriminant Analysis

Linear discriminant analysis (LDA), normal discriminant analysis (NDA), or discriminant function analysis is a generalization of Fisher's linear discriminant, a method used in statistics, pattern recognition, and machine learning to find a linear combination of features that characterizes or separates two or more classes of objects or events. The resulting combination may be used as a linear classifier, or, more commonly, for dimensionality reduction before later classification.

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Paper: Linear Discriminant Analysis: A Detailed Tutorial

Public version: Linear Discriminant Analysis: A Detailed Tutorial

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