Machine Learning 3.2 - Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA)

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Күн бұрын

We will cover classification models in which we estimate the probability distributions for the classes. We can then compute the likelihood of each class for a new observation, and then assign the new observation to the class with the greatest likelihood. These maximum likelihood methods, such as the LDA and QDA methods you will see in this section, are often the best methods to use on data whose classes are well-approximated by standard probability distributions.
This material complements pp. 138-149 of An Introduction to Statistical Learning (faculty.marshall.usc.edu/garet....

Пікірлер: 27

@Sam1998Here 6 күн бұрын

Thank you for your explanation. I also think at 8:15 the multivariate normal distribution's probability density function should have $\sqrt{|\Sigma|}$ in the denominator (rather than $|\Sigma|$ as you have currently) and it also may be helpful to viewers to let them know that $p$ represents the dimension of the space we are considering

@lizzy1138 3 жыл бұрын

Thanks for this! I needed to clarify these methods in particular, was reading about them in ISLR

@gingerderidder8665 2 ай бұрын

This beats my MIT lecture. WIll be coming back for more!

@Spiegeldondi Жыл бұрын

A very good and concise explanation, even starting with the explanation of likelihood. Very well done!

@huilinchang8027 3 жыл бұрын

Awesome lecture, thank you professor!

@neftalisalazar2352 5 ай бұрын

I enjoyed watching your video, thank you. I will watch more of your videos on machine learning videos thank you!

@vi5hnupradeep 3 жыл бұрын

Thankyou so much ! Cleared a lot of my doubts

@JappieYow 3 жыл бұрын

Interesting and clear explanation! Thank you very much, this will help me in writing my thesis!

@billbasener8784 3 жыл бұрын

How did your thesis go?

@Dhdhhhjjjssuxhe Жыл бұрын

Good job. It is very easy to follow and understand

@geo123473 9 ай бұрын

Very great video! Thank you professor!! :)

@zhengcao6529 3 жыл бұрын

You are so great. Keep up please.

@ofal4535 Жыл бұрын

i was trying to read it my self but you made it so much simpler

@billbasener8784 Жыл бұрын

Thanks! I am glad it was helpful.

@spencerantoniomarlen-starr3069 Жыл бұрын

10:48 ohhhhh, I was just going back and forth between the sections on LDA and QDA in three different textbooks (An Introduction to Statistical Learning, Applied Predictive Analytics, and Elements of Statistical Learning) for well over an hour and that multivariate normal pdf was really throwing me off big time. Mostly because of the capital sigma to the negative 1st power term, I didn't realize it was literally a capital sigma, I kept thinking it was a summation of something!

@user-mw6vi2te3s 2 жыл бұрын

Very useful information, thanks you professor!

@billbasener8784 2 жыл бұрын

I am glad its helpful! Thanks for the kind words.

@jaafarelouakhchachi6170 4 ай бұрын

can you share these slides in the videos with me?

@MrRynRules 3 жыл бұрын

Thank you sir, well explained.

@billbasener8784 3 жыл бұрын

Thanks!

@kaym2332 3 жыл бұрын

Hi! If the classes are assumed to be normally distributed, does that subsume that the features making up an observations are normally distributed as well?

@billbasener8784 3 жыл бұрын

Yes. If the each class has a multivariate normal distribution than each individual feature variable ihas a single variable normal distribution.