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Synopsis

This operator performs linear discriminant analysis (LDA). This method tries to find the linear combination of features which best separate two or more classes of examples. The resulting combination is then used as a linear classifier. Discriminant analysis is used to determine which variables discriminate between two or more naturally occurring groups, it may have a descriptive or a predictive objective.

Description

This operator performs linear discriminant analysis (LDA). This method tries to find the linear combination of features which best separates two or more classes of examples. The resulting combination is then used as a linear classifier. LDA is closely related to ANOVA (analysis of variance) and regression analysis, which also attempt to express one dependent variable as a linear combination of other features or measurements. In the other two methods however, the dependent variable is a numerical quantity, while for LDA it is a categorical variable (i.e. the class label). LDA is also closely related to principal component analysis (PCA) and factor analysis in that both look for linear combinations of variables which best explain the data. LDA explicitly attempts to model the difference between the classes of data. PCA on the other hand does not take into account any difference in class.

Discriminant analysis is used to determine which variables discriminate between two or more naturally occurring groups. For example, an educational researcher may want to investigate which variables discriminate between high school graduates who decide (1) to go to college, (2) NOT to go to college. For that purpose the researcher could collect data on numerous variables prior to students' graduation. After graduation, most students will naturally fall into one of the two categories. Discriminant Analysis could then be used to determine which variable(s) are the best predictors of students' subsequent educational choice. Computationally, discriminant function analysis is very similar to analysis of variance (ANOVA). For example, suppose the same student graduation scenario. We could have measured students' stated intention to continue on to college one year prior to graduation. If the means for the two groups (those who actually went to college and those who did not) are different, then we can say that intention to attend college as stated one year prior to graduation allows us to discriminate between those who are and are not college bound (and this information may be used by career counselors to provide the appropriate guidance to the respective students). The basic idea underlying discriminant analysis is to determine whether groups differ with regard to the mean of a variable, and then to use that variable to predict group membership (e.g., of new cases).

Discriminant Analysis may be used for two objectives: either we want to assess the adequacy of classification, given the group memberships of the objects under study; or we wish to assign objects to one of a number of (known) groups of objects. Discriminant Analysis may thus have a descriptive or a predictive objective. In both cases, some group assignments must be known before carrying out the Discriminant Analysis. Such group assignments, or labeling, may be arrived at in any way. Hence Discriminant Analysis can be employed as a useful complement to Cluster Analysis (in order to judge the results of the latter) or Principal Components Analysis.

Differentiation Quadratic Discriminant Analysis

The QDA performs a quadratic discriminant analysis (QDA). QDA is closely related to linear discriminant analysis (LDA), where it is assumed that the measurements are normally distributed. Unlike LDA however, in QDA there is no assumption that the covariance of each of the classes is identical. Regularized Discriminant Analysis

The RDA regularized discriminant analysis (RDA) which is a generalization of the LDA and QDA. Both algorithms are special cases of this algorithm. If the alpha parameter is set to 1, RDA operator performs LDA. Similarly if the alpha parameter is set to 0, RDA operator performs QDA.

Input

• training set (Data Table)

This input port expects an ExampleSet. It is the output of the Retrieve operator in the attached Example Process. The output of other operators can also be used as input.

Output

• model (Model)

The Discriminant Analysis is performed and the resultant model is delivered from this output port

• example set (Data Table)

The ExampleSet that was given as input is passed without changing to the output through this port. This is usually used to reuse the same ExampleSet in further operators or to view the ExampleSet in the Results Workspace.

Parameters

• approximate_covariance_inverseThis parameter indicates whether the inverse of the covariance matrices should be approximated if the actual inverse does not exist. This is activated by default. Range: boolean

Tutorial Processes

Introduction to the LDA operator

The 'Sonar' data set is loaded using the Retrieve operator. A breakpoint is inserted here so that you can have a look at this ExampleSet. The Linear Discriminant Analysis operator is applied on this ExampleSet. The Linear Discriminant Analysis operator performs the discriminant analysis and the resultant model can be seen in the Results Workspace. 