FAU Lecture Notes in Pattern Recognition, CODEX
Linear Discriminant Analysis is just three Lines of Pseudo-Code…
LDA in Rank-Reduced Form
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Welcome everybody to Pattern Recognition! Today we want to look into the actual linear discriminant analysis and how to compute it in a rank-reduced form.
Today we go into discriminant analysis. And what we talk about today is the so-called rank reduced linear discriminant analysis. We’ve seen already that our problem was how to choose an L-dimensional subspace with L=K-1, where K is the number of classes. This is supposed to be a subspace that is good…