Randomized Iterative Algorithms for Fisher Discriminant Analysis

Python 2.7 code for the paper:

Randomized Iterative Algorithms for Fisher Discriminant Analysis
Agniva Chowdhury, Jiasen Yang, and Petros Drineas
In Proceedings of The 35th Conference on Uncertainty in Artificial Intelligence (UAI), 2019.

See the file expr.py for experiments on real datasets.

Please contact Jiasen Yang for questions or comments.