壹般地,對於多分類問題,假設有 個判別函數
如果滿足
則將 判別為 類
如果 服從多元正態分布
其中 , 是壹個協方差矩陣, 是協方差矩陣的行列式
則決策函數可以表示為:
得出 quadratic discriminant analysis(QDA)二次判別 的數學模型
The plot shows decision boundaries for Linear Discriminant Analysis and Quadratic Discriminant Analysis. The bottom row demonstrates that Linear Discriminant Analysis can only learn linear boundaries(variances are similar among classes and there are not enough data to accurately estimate the variances), while Quadratic Discriminant Analysis can learn quadratic boundaries and is therefore more flexible(variances are very different between classes and there are enough observations to accurately estimate the variances).
海明距離:
歐氏距離:
personal.psu.edu/jol2/course/stat597e/notes2/ lda .pdf
機器學習 周誌華