吴育德阳明大学放射医学科学研究所台北荣总整合性脑功能研....pptVIP

Linear Discriminant Analysis Linear Discriminant Analysis LDA LDA LDA LDA LDA LDA LDA LDA LDA LDA LDA * 吳育德 陽明大學放射醫學科學研究所 台北榮總整合性腦功能研究室 Introduction To Linear Discriminant Analysis For a given training sample set, determine a set of optimal projection axes such that the set of projective feature vectors of the training samples has the maximum between-class scatter and minimum within-class scatter simultaneously. Linear Discriminant Analysis seeks a projection that best separate the data . Sb : between-class scatter matrix Sw : within-class scatter matrix Sol: Fisher discriminant analysis where , = k1+k2 and let Fisher discriminant analysis Fisher discriminant analysis Let M be a real symmetric matrix with largest eigenvalue then and the maximum occurs when , i.e. the unit eigenvector associated with . Proof : Generalized eigenvalue problem.....Theorem 2 Generalized eigenvalue problem.....proof of Theorem 2 If M is a real symmetric matrix with largest eigenvalue . And the maximum is achieved whenever ,where is the unit eigenvector associated with . Cor: Generalized eigenvalue problem.....proof of Theorem 2 Generalized e