Math Problem Statement

Which of the following is/are true for PCA and MDA? First, projection direction may not be the best in terms of minimum squared error for MDA. Second, projection direction is best in terms of minimum squared error for PCA. A. Only one. B. Only two. C. Only one. Both one and two. D. Neither one or two.

Solution

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Math Problem Analysis

Mathematical Concepts

Principal Component Analysis (PCA)
Multiple Discriminant Analysis (MDA)
Dimensionality Reduction

Formulas

PCA maximizes variance (minimizes squared error)
MDA maximizes the ratio of between-class variance to within-class variance

Theorems

Eigenvalue Decomposition in PCA
Fisher's Linear Discriminant in MDA

Suitable Grade Level

Advanced Undergraduate/Graduate Level