Fisher’s Linear Discriminant Find a direction and project all data points onto that direction such that: The points in the same class are as close as possible The centers of these two classes are as far as possible
Fisher’s Linear Discriminant
Variance between-class The centers of these two classes are as far as possible
Variances within-class The points in the same class are as close as possible
Rayleigh Coefficient Rayleigh coefficient with respect to is defined as Linear Fisher ’ s discriminant is generated by maximizing the Rayleigh coefficient How about the nonlinear Fisher ’ s discriminant?