Linear Discriminant Analysis

Abstract

Suppose we are given a learning set L of multivariate observations (i.e., input values ℜrRr), and suppose each observation is known to have come from one of K predefined classes having similar characteristics. These classes may be identified, for example, as species of plants, levels of credit worthiness of customers, presence or absence of a specific medical condition, different types of tumors, views on Internet censorship, or whether an e-mail message is spam or non-spam.