Linear Discriminant Analysis, which parameters can be tunned in cross validation set up?

Question

Linear Discriminant Analysis, which parameters can be tunned in cross validation set up?

KHAN irfan

2017年8月4日 15:00

I am implementing Linear Discriminant Analysis in R, which parameters can be tunned in cross validation set up? In regularized mode called penalizedLDA there are parameters which are optimised but I want to know which parameters are turned in case of simple LDA method?

Topic lda-classifier r machine-learning

Category Data Science

oW_ · Accepted Answer · 2017年8月3日 21:49

LDA has a closed-form solution and therefore has no hyperparameters. The solution can be obtained using the empirical sample class covariance matrix. Shrinkage is used when there are not enough samples. In that case the empirical covariance matrix is often not a very good estimator.

Linear Discriminant Analysis, which parameters can be tunned in cross validation set up?

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