ncertainty in the raw multi dimensional data space is measured
o-variance matrices for two classes. They are denoted by Σଵ and
relationship between the mapping space variance and the raw
variance matrices is defined as below,
ܵௐൌܟ௧ሺΣଶΣଵሻܟ
(3.7)
ose the distance between two mapping centres is denoted by
ൌܟ௧ሺ࢛ଶെ࢛ଵሻ. A discrimination ratio as the mapping quality
d with the discrimination power of a classifier is defined as below,
Rሺܟሻൌܵ
ܵௐ
ൌܟ௧ሺ࢛ଶെ࢛ଵሻ
ܟ௧ሺΣଶΣଵሻܟ
(3.8)
ܟሻ is optimised (maximised), the mapping vector w is said to be
ojection direction and is able to maximise the separation between
es in the raw space. In the projection space, the distance between
ping centres in the ݕො space will be maximised and the variance of
ers in the ݕො space will be minimised. LDA assumes that the two
ave an identical covariance matrix, hence an identical volume, i.e.,
ൌΣ. Maximising Rሺܟሻ leads to the solution of a LDA model
low [Duda, et al., 2000],
ܟෝ∝Σିଵሺ࢛ଶെ࢛ଵሻ
(3.9)
er words, the calculation of the mean vectors (࢛ଵ and ࢛ଶ) and the
ce matrix (Σ) leads to the solution of the estimated or optimised
n direction (ܟෝ). A simple two-dimensional data set shown in
is used to demonstrate how a LDA model can be constructed
principle discussed above. Based on this data set, the mean
or each class can be calculated using the equation shown below,
࢛ൌ1
ܰ
ܠ
ேೖ
ୀଵ
(3.10)