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fisher

Fishers linear discriminant The terms Fishers linear discriminant and LDA are often used interchangeably, although Fishers original article [1] actually describes a slightly different discriminant, which does not make some of the assumptions of LDA such as normally distributed classes or equal class covariances. 费希尔线性判别(Fishers linear discriminant)和LDA Linear discriminant analysis 经常被互换,即使实际上费希尔模型原本的条文是描述了一个稍有不同的判别。费希尔模型并没有做出像LDA的假设,如分布式类协方差和平等类协方差。 Suppose two classes of observations have means and covariances Σy 0,Σy 1. Then the linear combination of features will have means and variances for i 0,1. Fisher defined the separation between these two distributions to be the ratio of the variance between the classes to the variance within the classes: 假设两类观测值有平均值和协方差Σy 0,Σy 1.。特征的线性组合会有平均值 和方差当i 0,1。费希尔定义两个分布之间的分离为类内方差类之间的差异的比值: This measure is, in some sense, a measure of the signal-to-noise ratio for the class labeling. It can be shown that the maximum separation occurs when 这个方法,在某种意义上,是为类标签的信号信噪比的一种测度。当时,最大分离就会被显示出来。 When the assumptions of LDA are satisfied, the above equation is equivalent to LDA. 当LDA的假设被满足时,上一个等式与LDA是等价的 Be sure to note that the vector is the normal to the discriminant hyperplane. As an example, in a two dimensional problem, the line that best divides the two groups is perpendicular to . 一定要注意是正常的判别超平面向量。举一个例子,在一个二维的问题中,能最好分开两组的线是与垂直的。 Generally, the data points to be discriminated are projected onto ; then the threshold that best separates the data is chosen from analysis of the one-dimensional distribution. There is no general rule for the threshold. However, if projections of points from both classes exhibit approximately the same distributions, the good choice would be hyperplane in the middle between projections of the two means, and . In this case the parameter c in threshold condition can be found explicitly: . 一般,要被判别的数据点会投影到上,能最好分离数据的临界值是从一维分布的分析中被选择出来的。对于临界值,并没有通则存在。然而,如果两类中的点的投影显示出了大约相同的分布,在两个均值和 投影之间的超平面会是一个很好的选择。在这种情况

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