Linear Discriminant Analysis - Pennsylvania State University
Linear Discriminant Analysis Notation I The prior probability of class k is π k, P K k=1 π k = 1. I π k is usually estimated simply by empirical frequencies of the training set ˆπ k = # samples in class k Total # of samples I The class-conditional density of X in class G = k is f k(x). I Compute the posterior probability Pr(G = k | X = x) = f k(x)π k P K l=1 f l(x)π l I By MAP (the ...
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