Fisher’s linear discriminant
نویسنده
چکیده
1 FLD for binary classification 3 1.1 Idea: what is far apart? . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Translation to mathematics . . . . . . . . . . . . . . . . . . . . . 4 1.3 Scatter vs. covariance matrix . . . . . . . . . . . . . . . . . . . . 6 1.4 The two scatter matrices and the FLD objective . . . . . . . . . 7 1.5 The optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.6 Wait, we have a shortcut! . . . . . . . . . . . . . . . . . . . . . . 8 1.7 The FLD method for binary problems . . . . . . . . . . . . . . . 9 1.8 A caveat: what if SW is not invertible? . . . . . . . . . . . . . . . 9
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