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Linear Discriminant Analysis bit by bit
- jvm 12y agoNote that LDA likely does not give the optimal separating hyperplane when minimizing out-of-sample error. That honor likely belongs to SVMs, and in practice tweaking the kernel and identifying relevant non-linear relationships generally become more important to finding a reasonable classification boundary.
- rasbt 12y agoYes, I see Linear Discriminant Analysis more as useful tool for pre-processing and dimensionality reduction rather than using it as classifier
- anateus 12y agoJust a note that LDA is also used as a common acronym for Latent Dirichlet Allocation: http://en.wikipedia.org/wiki/Latent_Dirichlet_allocation http://en.wikipedia.org/wiki/Latent_Dirichlet_allocation