Linear Discriminant Analysis

This is for classification tasks. We want to know how to best separate features.

Let’s say we have two features. Sample set: where, Class 1 and Class 2

Projection is

You need to find the value of that is best separate the two classes, where within class : as close as possible, and between class: as far as possible.

In the space,

1. Class mean:
2. within class scatter matrix:
   • Total within class scatter matrix:
3. between class scatter matrix:

In the space,

1. Class mean:
2. within class scatter matrix:
   • total within class scatter matrix:
3. between class scatter matrix: