Dimensionality Reduction

PCA
Unsupervised, maximize the variance

LDA
Supervised, minimize distance between same class, maximize different

with-in class scatter, for each class $S_i$ and correspond mean vector $m_i$
$$S_i=\sum (x-m_i)(x-m_i)^T$$

    原文作者:Lycheeee
    原文地址: https://segmentfault.com/a/1190000013149675
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