Linear discriminant analysis (LDA)

Discriminant analysis (DA) is a descriptive multivariate technique for analyzing grouped data, i.e. the rows of the data matrix are divided into a number of groups that usually represent samples from different populations (Krzanowski, 2003; McLachlan, 2004; Seber, 2004). Recently DA has also been viewed as a promising dimensionality reduction technique (Dhillon et al., 2002; Hastie et al., 2009). Indeed, the presence of group structure in the data additionally facilitates the dimensionality reduction.