Simple Linear Discriminant Analysis

Overview


Theory


A linear discriminant is a functon {% g(\vec{x}) %}
{% g(\vec{x}) = \vec{w}^T \vec{x} %}
sometimes the function includes a bias
{% g(\vec{x}) = \vec{w}^T \vec{x} + \vec{b} %}
The discriminant function assigns labels to points by computing a real number as above and assigning a label based on a set of ranges. A common linear discriminant is to classify a binary problem by assigning all points where the discriminant is positive a certain label, and all points less than zero a different label. The binary classifier is effectively a perceptron.

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