Python: Real-World Data Science

Supervised data compression via linear discriminant analysis

Linear Discriminant Analysis (LDA) can be used as a technique for feature extraction to increase the computational efficiency and reduce the degree of over-fitting due to the curse of dimensionality in nonregularized models.

The general concept behind LDA is very similar to PCA, whereas PCA attempts to find the orthogonal component axes of maximum variance in a dataset; the goal in LDA is to find the feature subspace that optimizes class separability. Both LDA and PCA are linear transformation techniques that can be used to reduce the number of dimensions in a dataset; the former is an unsupervised algorithm, whereas the latter is supervised. Thus, we might intuitively think that LDA ...