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Linear discriminant analysis (LDA) based classifiers tend to falter in many practical settings where the training data size is smaller than, or comparable to, the number of features. As a remedy, different regularized LDA (RLDA) methods…

Machine Learning · Computer Science 2021-03-30 Alam Zaib , Tarig Ballal , Shahid Khattak , Tareq Y. Al-Naffouri

Quadratic and Linear Discriminant Analysis (QDA/LDA) are the most often applied classification rules under normality. In QDA, a separate covariance matrix is estimated for each group. If there are more variables than observations in the…

Methodology · Statistics 2016-12-26 Stéphanie Aerts , Ines Wilms

This paper proposes an improved linear discriminant analysis called spectrally-corrected and regularized LDA (SRLDA). This method integrates the design ideas of the sample spectrally-corrected covariance matrix and the regularized…

Machine Learning · Statistics 2024-03-11 Hua Li , Wenya Luo , Zhidong Bai , Huanchao Zhou , Zhangni Pu

Regularized linear discriminant analysis (RLDA) is a widely used tool for classification and dimensionality reduction, but its performance in high-dimensional scenarios is inconsistent. Existing theoretical analyses of RLDA often lack clear…

Machine Learning · Statistics 2025-07-23 Yonghan Zhang , Zhangni Pu , Lu Yan , Jiang Hu

Linear Discriminant Analysis (LDA) is a fundamental method for classification. Its simple linear structure facilitates interpretation, and it is naturally suited to multi-class settings. LDA is also closely connected to several classical…

Methodology · Statistics 2026-04-09 Xin Bing , Bingqing Li , Marten Wegkamp

Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

Computation · Statistics 2026-04-06 Cencheng Shen , Yuexiao Dong

As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the…

Machine Learning · Computer Science 2019-07-02 Feiping Nie , Hua Wang , Zheng Wang , Heng Huang

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

Computation · Statistics 2025-01-09 Jocelyn T. Chi , Deanna Needell

Linear discriminant analysis (LDA) is a typical method for classification problems with large dimensions and small samples. There are various types of LDA methods that are based on the different types of estimators for the covariance…

Methodology · Statistics 2023-03-07 Jaehoan Kim , Hoyoung Park , Junyong Park

The use of quadratic discriminant analysis (QDA) or its regularized version (R-QDA) for classification is often not recommended, due to its well-acknowledged high sensitivity to the estimation noise of the covariance matrix. This becomes…

Machine Learning · Statistics 2020-09-15 Amine Bejaoui , Khalil Elkhalil , Abla Kammoun , Mohamed Slim Alouni , Tarek Al-Naffouri

Classification is an important tool with many useful applications. Among the many classification methods, Fisher's Linear Discriminant Analysis (LDA) is a traditional model-based approach which makes use of the covariance information.…

Machine Learning · Statistics 2015-09-21 Qiyi Lu , Xingye Qiao

Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…

Methodology · Statistics 2023-10-17 Ruiyang Wu , Ning Hao

Regularized discriminant analysis (RDA), proposed by Friedman (1989), is a widely popular classifier that lacks interpretability and is impractical for high-dimensional data sets. Here, we present an interpretable and computationally…

Machine Learning · Statistics 2017-02-07 John A. Ramey , Caleb K. Stein , Phil D. Young , Dean M. Young

Researchers in the behavioral and social sciences use linear discriminant analysis (LDA) for predictions of group membership (classification) and for identifying the variables most relevant to group separation among a set of continuous…

Methodology · Statistics 2025-05-28 Ricarda Graf , Marina Zeldovich , Sarah Friedrich

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the…

Computation · Statistics 2026-02-12 Jocelyn T. Chi

Linear discriminant analysis (LDA) is a popular technique to learn the most discriminative features for multi-class classification. A vast majority of existing LDA algorithms are prone to be dominated by the class with very large deviation…

Machine Learning · Computer Science 2020-09-28 Caixia Yan , Xiaojun Chang , Minnan Luo , Qinghua Zheng , Xiaoqin Zhang , Zhihui Li , Feiping Nie

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

Quadratic discriminant analysis (QDA) is a widely used classification technique that generalizes the linear discriminant analysis (LDA) classifier to the case of distinct covariance matrices among classes. For the QDA classifier to yield…

Machine Learning · Computer Science 2020-06-26 Houssem Sifaou , Abla Kammoun , Mohamed-Slim Alouini

Linear discriminant analysis (LDA) is an important classification tool in statistics and machine learning. This paper investigates the varying coefficient LDA model for dynamic data, with Bayes' discriminant direction being a function of…

Methodology · Statistics 2022-10-11 Yajie Bao , Yuyang Liu

Linear discriminant analysis (LDA) has been a useful tool in pattern recognition and data analysis research and practice. While linearity of class boundaries cannot always be expected, nonlinear projections through pre-trained deep neural…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Jiahui Liu , Xiaohao Cai , Mahesan Niranjan
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