Ankur Goel - Group D
Discriminant Analysis may be used for two objectives: either we want to assess the adequacy of classification, given the group memberships of the objects under study; or we wish to assign objects to one of a number of (known) groups of objects. Discriminant Analysis may thus have a descriptive or a predictive objective.
In both cases, some group assignments must be known before carrying out the Discriminant Analysis. Such group assignments, or labelling, may be arrived at in any way. Hence Discriminant Analysis can be employed as a useful complement to Cluster Analysis (in order to judge the results of the latter) or Principal Components Analysis. Alternatively, in star-galaxy separation, for instance, using digitised images, the analyst may define group (stars, galaxies) membership visually for a conveniently small training set or design set.
Methods implemented in this area are Multiple Discriminant Analysis, Fisher's Linear Discriminant Analysis, and K-Nearest Neighbours Discriminant Analysis.
Discriminant Analysis may be used for two objectives: either we want to assess the adequacy of classification, given the group memberships of the objects under study; or we wish to assign objects to one of a number of (known) groups of objects. Discriminant Analysis may thus have a descriptive or a predictive objective.
In both cases, some group assignments must be known before carrying out the Discriminant Analysis. Such group assignments, or labelling, may be arrived at in any way. Hence Discriminant Analysis can be employed as a useful complement to Cluster Analysis (in order to judge the results of the latter) or Principal Components Analysis. Alternatively, in star-galaxy separation, for instance, using digitised images, the analyst may define group (stars, galaxies) membership visually for a conveniently small training set or design set.
Methods implemented in this area are Multiple Discriminant Analysis, Fisher's Linear Discriminant Analysis, and K-Nearest Neighbours Discriminant Analysis.
- Multiple Discriminant Analysis
- MDA is also termed Discriminant Factor Analysis and Canonical Discriminant Analysis. It adopts a similar perspective to PCA: the rows of the data matrix to be examined constitute points in a multidimensional space, as also do the group mean vectors. Discriminating axes are determined in this space, in such a way that optimal separation of the predefined groups is attained. As with PCA, the problem becomes mathematically the eigenreduction of a real, symmetric matrix. The eigenvalues represent the discriminating power of the associated eigenvectors. The nYgroups lie in a space of dimension at most nY - 1. This will be the number of discriminant axes or factors obtainable in the most common practical case when n > m > nY (where n is the number of rows, and m the number of columns of the input data matrix).
- Linear Discriminant Analysis
- LDA is the 2-group case of MDA. It optimally separates two groups, using the Mahalanobis metric or generalized distance. It also gives the same linear separating decision surface as Bayesian maximum likelihood discrimination in the case of equal class covariance matrices.
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