FAU Lecture Notes in Pattern Recognition, CODEX

Yet Another LDA: The Fisher Transform

LDA — Original Formulation

Image under CC BY 4.0 from the Pattern Recognition Lecture

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Welcome back to Pattern Recognition. Today we want to look into the original formulation of the linear discriminant analysis that is also published under the name Fisher transform.

Image under CC BY 4.0 from the Pattern Recognition Lecture

Here we see the original idea that was used to derive the LDA mapping. The original idea is that you want to project onto the direction that is essentially maximizing the class information while minimizing the spread within the classes. This is then introduced as the direction r. Here we stay for the time being with…