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

--- shuffle_questions: false --- ## 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.