Linear and Quadratic Discriminant Analysis: Tutorial

Understand

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning.

• We start with the optimization of decision boundary on which the posteriors are equal.
• Then, LDA and QDA are derived for binary and multiple classes.
• The estimation of parameters in LDA and QDA are also covered.