ML: Linear Discriminant Analysis
3-D illustration of a linear discriminant analysis of Iris data sets:
Figure created using python sklearn function with n_components=3:
class sklearn.lda.LDA(solver=‘svd’, shrinkage=None, priors=None, n_components=None, store_covariance=False, tol=0.0001)
n_components: Number of components (< n_classes - 1) for dimensionality reduction.
Similar figure can be plotted using R, note that the default n_components = n_classes -1 in LDA function.