Linear discriminant analysis n_components query #33073
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I recently got a though on my mind. In |
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The goal of Also, LDA primarily works by decomposing the between-class and within-class scatter metrics into eigenvalues and eigenvectors. If the rank of the between-class scatter matrix goes beyond |
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The goal of
LinearDiscriminantAnalysisis to find the linear discriminants that maximize class separability. If there were more thanC-1n_components, the geometry would not be valid because the maximum number of discriminants that you can fit between C classes is C-1.Also, LDA primarily works by decomposing the between-class and within-class scatter metrics into eigenvalues and eigenvectors. If the rank of the between-class scatter matrix goes beyond
C-1, it will not find any eigenvector that represents a proper discriminant. So, there is no way LDA can work withn_componentsmore thanC-1