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Homework Statement
I cant understand an equation to LDA. The context is:
Maybe the lecturer is trying to create a proof of the equation given below.The objective of LDA is to perform dimensionality reduction while
preserving as much of the class discriminatory information as
possible
I know the above that LDA projects the points along an axis so that we can have maximum separation between two classes.in addition to reducing dimesionality
Homework Equations
I am not able to understand the following equation:
##Y =W^T## ##X##
It says that:
Assume we have a set of Ddimensional samples ##{x_1, x_2,...x_N},## ##N_1## of belong to class
##\Omega_1## and ##N_2## to class ##\Omega_2##. We seek to obtain a scalar ##Y## by projecting the samples ##X## onto a line:
In the above there is no W. So I want to know what is W?
The Attempt at a Solution
W might represent the projection line? But T = transpose.
Somebody please guide me. For complete description, please see the attached file.
Zulfi.
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