Linear Discriminant Analysis in Artificial intelligence | (LDA)

The objective of Linear Discriminant Analysis (LDA) is to perform dimensionality reduction while preserving as much of the class discriminatory information as possible

• Assume we have a set of D-dimensional samples {x(¹, x(², …, x(^N}, N1 of which belong to class ω1, and N2 to class ω2. We seek to obtain a scalar y by projecting the samples x onto a line

y=w^Tx

• Of all the possible lines we would like to select the one that maximizes the separability of the scalars