Linear Discriminant Analysis, Explained in Under 4 Minutes
The Concept, The Math, The Proof, & The Applications
Published in
4 min readJun 26, 2020
Linear Discriminant Analysis (LDA) is, like Principle Component Analysis (PCA), a method of dimensionality reduction. However, both are quite different in the approaches they use to reduce dimensionality. While PCA chooses new axes for dimensions such that variance (and hence…