Classification

Question 1

What are the advantages of Linear Discriminant Analysis over Logistic Regression?

Answer 1

• when the classes are well-separated, LDA performs better than Logistic Regression
• if n is small and the distribution of the predictors is approximately normal in each of the classes, LDA performs better
• has a tendency to perform better and is popular when there is more than two response classes

Question 2

What is the general idea behind Linear Discriminant Analysis?

Answer 2

We model the distribution of predictors given each class, and we use Bayes theorem to flip these around.