Chapter 03.05: Discriminant Analysis
Discriminant analysis is a generative approach toward constructing a classifier. We distinguish between linear (LDA) and quadratic (QDA) discriminant analysis, where the latter is a more flexible approach subsuming the first.
Lecture video
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Quiz
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## Which statements are true?
- [ ] In LDA, each class density is modeled as a multivariate Gaussian with unequal covariance.
- [x] LDA is a linear classifier.
- [x] LDA follows a generative approach.
- [ ] In QDA, each class density is modeled as a multivariate Gaussian with equal covariance.
- [x] QDA follows a generative approach.
- [x] QDA requires estimation of more parameters than LDA.