Gaussian Discriminant Analysis

[rcurtin]

Reported by sumedhghaisas on 5 Nov 44045265 09:25 UTC
Gaussian Discriminant Analysis or Quadratic Discriminant Analysis
assumes P(X | Y) is a multivariate Gaussian distribution

Attached Files:
GDA.h
GDA.cpp

Migrated-From: http://trac.research.cc.gatech.edu/fastlab/ticket/317

[rcurtin]

Commented by rcurtin on 5 Dec 44045773 05:13 UTC
Hey Sumedh,

Thanks for the contribution! A couple questions:

• Can you write a test to guarantee that GDA works?
• How is GDA related to LDA and kernel LDA? I think that GDA is kernel LDA with a Gaussian as the kernel. If this is true, can we generalize your GDA implementation to be kernel LDA? Then we can use the whole set of mlpack kernels that we already have.

[rcurtin]

Hey Sumedh, I'm going to close this for inactivity since it's been so long. If you want to reopen it, feel free.