Kernel Linear Discriminant

Discover kernel linear discriminant for multiclass classification with two-class and multiclass formulation.

Discriminant analysis is a statistical technique used to classify objects or cases into two or more groups based on a set of predictor variables. The aim of discriminant analysis is to find a function or set of functions that can discriminate between the groups with high accuracy.

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Discriminant function

Consider a kk-class classification dataset D={(x1,y1),(x2,y2),,(xn,yn)}D=\{(\bold x_1, y_1), (\bold x_2, y_2), \dots,(\bold x_n, y_n)\}, where xiRd\bold x_i \in \R^d and yi{1,2,,k}y_i \in \{1, 2, \dots, k\}. A discriminant function assigns an input vector x\bold x to one of the kk classes.

Generalized linear discriminant function

A generalized linear discriminant is a discriminant function that’s linear in the transformed features ϕ(x) ...