Linear Discriminant Analysis
A classifier with a linear decision boundary, generated by fitting class conditional densities to the data and using Bayes' rule.
The model fits a Gaussian density to each class, assuming that all classes share the same covariance matrix.
The fitted model can also be used to reduce the dimensionality of the input by projecting it to the most discriminative directions.
.. versionadded:: 0.17 *LinearDiscriminantAnalysis*.
Read more in the :ref:`User Guide <lda_qda>`.
Parameters ---------- solver : string, optional Solver to use, possible values:
- 'svd': Singular value decomposition (default). Does not compute the covariance matrix, therefore this solver is recommended for data with a large number of features.
- 'lsqr': Least squares solution, can be combined with shrinkage.
- 'eigen': Eigenvalue decomposition, can be combined with shrinkage.
shrinkage : string or float, optional Shrinkage parameter, possible values:
- None: no shrinkage (default).
- 'auto': automatic shrinkage using the Ledoit-Wolf lemma.
- float between 0 and 1: fixed shrinkage parameter.
Note that shrinkage works only with 'lsqr' and 'eigen' solvers.
priors : array, optional, shape (n_classes,) Class priors.
n_components : int, optional (default=None) Number of components (<= min(n_classes - 1, n_features)) for dimensionality reduction. If None, will be set to min(n_classes - 1, n_features).
store_covariance : bool, optional Additionally compute class covariance matrix (default False), used only in 'svd' solver.
.. versionadded:: 0.17
tol : float, optional, (default 1.0e-4) Threshold used for rank estimation in SVD solver.
.. versionadded:: 0.17
Attributes ---------- coef_ : array, shape (n_features,) or (n_classes, n_features) Weight vector(s).
intercept_ : array, shape (n_classes,) Intercept term.
covariance_ : array-like, shape (n_features, n_features) Covariance matrix (shared by all classes).
explained_variance_ratio_ : array, shape (n_components,) Percentage of variance explained by each of the selected components. If ``n_components`` is not set then all components are stored and the sum of explained variances is equal to 1.0. Only available when eigen or svd solver is used.
means_ : array-like, shape (n_classes, n_features) Class means.
priors_ : array-like, shape (n_classes,) Class priors (sum to 1).
scalings_ : array-like, shape (rank, n_classes - 1) Scaling of the features in the space spanned by the class centroids.
xbar_ : array-like, shape (n_features,) Overall mean.
classes_ : array-like, shape (n_classes,) Unique class labels.
See also -------- sklearn.discriminant_analysis.QuadraticDiscriminantAnalysis: Quadratic Discriminant Analysis
Notes ----- The default solver is 'svd'. It can perform both classification and transform, and it does not rely on the calculation of the covariance matrix. This can be an advantage in situations where the number of features is large. However, the 'svd' solver cannot be used with shrinkage.
The 'lsqr' solver is an efficient algorithm that only works for classification. It supports shrinkage.
The 'eigen' solver is based on the optimization of the between class scatter to within class scatter ratio. It can be used for both classification and transform, and it supports shrinkage. However, the 'eigen' solver needs to compute the covariance matrix, so it might not be suitable for situations with a high number of features.
Examples -------- >>> import numpy as np >>> from sklearn.discriminant_analysis import LinearDiscriminantAnalysis >>> X = np.array([-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]
) >>> y = np.array(1, 1, 1, 2, 2, 2
) >>> clf = LinearDiscriminantAnalysis() >>> clf.fit(X, y) LinearDiscriminantAnalysis() >>> print(clf.predict([-0.8, -1]
)) 1