How to implement shrinkage LDA?

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Joana 2021-8-24

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回答： Pratyush Roy 2021-9-28

Hi

I have a classification task where i want to use shrinkage LDA, i have worked with simple LDA but i don't know how i can design the shrinkage.

Is there any built in MATLAB command.?

Thanks in advance for any help.

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Pratyush Roy 2021-9-28

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Hi Joana,

As per my undertanding, you want to implement shrinkage LDA with a MATLAB built-in function. The documentation links given below might be helpful:

https://www.mathworks.com/help/stats/regularize-discriminant-analysis-classifier.html

https://www.mathworks.com/help/stats/classificationdiscriminant.cvshrink.html

Hope this helps!

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