LDA vs QDA

Introduction When looking at binary classification problems, a common modelling approach is logistic regression, which makes use of the logistic function to determine whether an observation belongs to one of \(K\) classes. However, while logistic regression is a valid approach, alternative methods may be required. In particular, for datasets where classes are completely (or almost completely) separate. In this article, we discuss two methods that do not suffer from this class separation issue: linear discriminant analysis (“LDA”) and quadratic discriminant analysis (“QDA”)....

April 20, 2022 · 5 min · Josh Cheema