Math Problem Statement

Which of the following is/are true for PCA and MDA?

L Projection direction may not be the best in terms of minimum squared error for MDA

II. Projection direction is best in terms of minimum squared error for PCA.

a) Only I

b) Only II

c) Both I and II

d) Neither I nor II

Oa)

b)

Oc)

Od)

1 point

For a two-class problem. if \mathcal{S}{W} is within class scatter. \mathcal{S}{B} is between class scatter and mu_{1} and mu_{2} are the corresponding means. Which of the following is correct for direction of projection using MDA?

a) S_{B} ^ - 1 * (mu_{1} - mu_{2})

b) S_{w}(mu_{1} - mu_{2})

c) S_{w} ^ - 1 * (mu_{1} - mu_{2})

d) None of the above

Solution

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Math Problem Analysis

Mathematical Concepts

Principal Component Analysis (PCA)
Multiple Discriminant Analysis (MDA)
Linear Algebra

Formulas

PCA: Principal components maximize variance
MDA: Optimal projection direction: w* = S_W^-1 * (μ_1 - μ_2)

Theorems

Eigenvalue Decomposition
Fisher's Linear Discriminant

Suitable Grade Level

Undergraduate