模式识别教学资料-3Fisher线性判别.pdfVIP

Roadmap Lecture 3: Fisher Discriminant Analysis • The goal of Fisher Linear Discriminant • Fisher Discriminant Analysis • Algorithm of Fisher Linear Discriminant How can machines learn? 2017/8/29 Fisher Discriminant Analysis The goal of Fisher Linear Discriminant FDA( Fisher Discriminant Analysis ) is the optimal linear mapping in the sense of maximum separability, fully retained the separability of samples 2017/8/29 Fisher Discriminant Analysis The goal of Fisher Linear Discriminant • What is the goal of FDA? − Perform dimensionality reduction “while preserving as much of the class discriminatory information as possible”. − Seeks to find directions along which the classes are best separated. − Takes into consideration the scatter within- classes but also the scatter between-classes. 2017/8/29 Fisher Discriminant Analysis The goal of Fisher Linear Discriminant 2017/8/29 Fisher Discriminant Analysis Fisher Discriminant Analysis Within-class scatter matrix: Between-class scatter matrix: 2017/8/29 Fisher Discriminant Analysis Fisher Discriminant Analysis Let be projection vector for two classes 2017/8/29 Fisher Discriminant Analysis Fisher Discriminant Analysis − FDA computes a transformation that maximizes the between-class scatter while minimizing the within-class scatter: Max 2017/8/29 Fisher Discriminant Analysis Fisher Discriminant Analysis             