This method is experimental.
It is easy to show that, after appropriate scaling of the predictor matrix X
,
Fisher's Linear Discriminant Analysis is equivalent to Discriminant Analysis
in the space of the fitted values from the linear regression of the
nlearn x K
indicator matrix of the class labels on X
.
This gives rise to 'nonlinear discrimant analysis' methods that expand
X
in a suitable, more flexible basis. In order to avoid overfitting,
penalization is used. In the implemented version, the linear model is replaced
by a generalized additive one, using the package mgcv
.
signature 1
signature 2
signature 3
signature 4
For further argument and output information, consult
flexdaCMA
.
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