How to implement shrinkage LDA?

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Joana
Joana 2021-8-24
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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回答（1 个）

Pratyush Roy
Pratyush Roy 2021-9-28
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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