Linear Discriminant Function
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See: Discriminant Function, Linear Discriminant Analysis.
References
2010
- (Li, 2010a) ⇒ Jia Li. (2010). “Linear Discriminant Analysis." lecture notes - STAT557/IST557: Data Mining.
- Define the linear discriminant function: [math]\displaystyle{ \delta_k(x) = x^T \Sigma^{-1} \mu_k - \frac{1}{2} \mu_k^T \Sigma^{-1} \mu_k + \log(\pi_k) }[/math]. … Then [math]\displaystyle{ \hat{G}(x) = \underset{k}{\operatorname{arg max} } \delta_k(x) }[/math]. The decision boundary between class [math]\displaystyle{ k }[/math] and [math]\displaystyle{ l }[/math] is: …