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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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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 y($\bf{x}...
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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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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(...