Questions tagged [discriminant-analysis]

Given multivariate data split into several subsamples (classes) the analysis finds linear combinations of variables, called discriminant functions, which discriminate between classes and are uncorrelated. The functions are applied then to assign old or new observations to the classes. Discriminant analysis is both dimensionality reduction and classification technique.

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What is the favored discriminant analysis package in R?

I have been using the LDA package for R, but it is missing quite a few features especially those that can assess the output. Are the any preferred packages that have some of the following? ...
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Iterative Reweighted Least Squares in python

I am trying to manually implement the irls logistic regression (Chapter 4.3.3 in Bishop - Pattern Recognition And Machine Learning) in python. For updating the weights, I am using $w' = w-(\Phi^TR\...
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Linear Discriminant - Least Squares Classification Bishop 4.1.3

Pls. refer section 4.1.3 in Pattern Recognition - Bishop: "Least squares for Classification": In a 2 class Linear Discriminat system, we classified vector $\mathbf{x}$ as $\mathcal{C}_1$ if ...
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Convert a pdf into a conditional pdf such that mean increases and std dev falls

Let success metric(for some business use case I am working on) be a continuous random variable S. The mean of pdf defined on S indicates the chance of success. Higher the mean more is the chance of ...
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Gaussian Discriminant Analysis (GDA) package in R

This stack exchange post - https://stats.stackexchange.com/questions/80507/what-is-a-gaussian-discriminant-analysis-gda - discusses GDA, a machine learning method for classification. I would like to ...
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Feature selection to improve quadratic discriminant analysis score

I have to solve a multiclass classification problem in python, I'm using scikit-learn. My dataset has got 8000 rows and 21 columns (20 features + 1 class)and my goal is to achieve a certain value of ...
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Is test data needed on model with no hyper-parameter

I am doing classification using Linear Discriminant Analysis (LDA), which has no hyper-parameters. I am aware the difference between validation and test set, i.e. validation is used for hyper-...
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How to devise multicategory classifiers employing linear discriminant functions?

We might reduce the problem to $c$ two-class problems, where the $i^{th}$ problem is solved by a linear discriminant function that separates points assigned to $w_i$ from those not assigned to $w_1$. ...
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Gradient equations of gaussian kernel discriminant trained with gradiant descent

I am having a hard time trying to find the gradient equations for the weight $\alpha^t$ and $w_0$ for a gaussian kernel discriminant trained with gradient descent with the following error function $$E(...