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經典監督式學習降維方法線性判別分析LDA算法的MATLAB代碼,具有降維性能好的特點,同時可以用于分類,是一種具有代表性的降維算法
代碼片段和文件信息
function?[eigvector?eigvalue]?=?LDA(gndoptionsdata)
%?LDA:?Linear?Discriminant?Analysis?
%
%???????[eigvector?eigvalue]?=?LDA(gnd?options?data)
%?
%?????????????Input:
%???????????????data??-?Data?matrix.?Each?row?vector?of?fea?is?a?data?point.
%???????????????gnd???-?Colunm?vector?of?the?label?information?for?each
%???????????????????????data?point.?
%???????????????options?-?Struct?value?in?Matlab.?The?fields?in?options
%?????????????????????????that?can?be?set:
%
%????????????????????????????Regu??-??1:?regularized?solution?
%????????????????????????????????????????a*?=?argmax?(a‘X‘WXa)/(a‘X‘Xa+ReguAlpha*I)?
%?????????????????????????????????????0:?solve?the?sinularity?problem?by?SVD?
%?????????????????????????????????????Default:?0?
%
%?????????????????????????ReguAlpha?-??The?regularization?parameter.?Valid
%??????????????????????????????????????when?Regu==1.?Default?value?is?0.1.?
%
%????????????????????????????ReguType??-??‘Ridge‘:?Tikhonov?regularization
%?????????????????????????????????????????‘Custom‘:?User?provided
%???????????????????????????????????????????????????regularization?matrix
%??????????????????????????????????????????Default:?‘Ridge‘?
%????????????????????????regularizerR??-???(nFea?x?nFea)?regularization
%??????????????????????????????????????????matrix?which?should?be?provided
%??????????????????????????????????????????if?ReguType?is?‘Custom‘.?nFea?is
%??????????????????????????????????????????the?feature?number?of?data
%??????????????????????????????????????????matrix
%????????????????????????Fisherface?????-??1:?Fisherface?approach
%?????????????????????????????????????????????PCARatio?=?nSmp?-?nClass
%??????????????????????????????????????????Default:?0
%
%????????????????????????????PCARatio?????-??The?percentage?of?principal
%????????????????????????????????????????????component?kept?in?the?PCA
%????????????????????????????????????????????step.?The?percentage?is
%????????????????????????????????????????????calculated?based?on?the
%????????????????????????????????????????????eigenvalue.?Default?is?1
%????????????????????????????????????????????(100%?all?the?non-zero
%????????????????????????????????????????????eigenvalues?will?be?kept.
%????????????????????????????????????????????If?PCARatio?>?1?the?PCA?step
%????????????????????????????????????????????will?keep?exactly?PCARatio?principle
%????????????????????????????????????????????components?(does?not?exceed?the
%????????????????????????????????????????????exact?number?of?non-zero?components).??
%???????????????????????????
%
%?????????????Output:
%???????????????eigvector?-?Each?column?is?an?embedding?function?for?a?new
%???????????????????????????data?point?(row?vector)?x??y?=?x*eigvector
%???????????????????????????will?be?the?embedding?result?of?x.
%???????????????eigvalue??-?The?sorted?eigvalue?of?LDA?eigen-problem.?
%???????????????elapse????-?Time?spent?on?different?steps?
%
%????Examples:
%??
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