lda-explorable
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OmarShehata
An interactive article about the geometric intuition behind Linear Discriminant Analysis.
It was suggested [on /r/statistics](https://www.reddit.com/r/statistics/comments/fiiq9n/e_a_geometric_intuition_for_linear_discriminant/fl711fk/?context=3) that thinking of LDA as an optimization problem as described in this article isn't how statisticians currently think about LDA. This would explain why it...
Something I completely skipped over is how to actually solve this optimization problem. Partially because I thought it was outside the scope, but also partially because I don't know it...
The article never explains why Fisher's formula has a denominator of (S1 + S2) as opposed to, say (S1 * S2). This is something I haven't been able to figure...
Th article says: > This particular metric is what Fisher chose, but it's certainly not the only possible one. A different metric could optimize for different results (perhaps you care...
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An interactive article about the geometric intuition behind Linear Discriminant Analysis.