lda_3c.m

经典的LDA特征选择算法

lda_data=xlsread('CORK_STOPPERS.xls');
lda_data=lda_data(1:150,3:12);
data_mean=mean(lda_data);
data_mean=data_mean';
data1_mean=mean(lda_data(1:50,:));
data1_mean=data1_mean';
data2_mean=mean(lda_data(51:100,:));
data2_mean=data2_mean';
data3_mean=mean(lda_data(101:150,:));
data3_mean=data3_mean';
mean=[data1_mean,data2_mean,data3_mean,data_mean];
s_b=0;
for i=1:3
    s_b=s_b+50*(mean(1:10,i)-mean(1:10,4))*(mean(1:10,i)-mean(1:10,4))';
end
data1_cov=cov(lda_data(1:50,:));
data2_cov=cov(lda_data(51:100,:));
data3_cov=cov(lda_data(101:150,:));
s_w=data1_cov+data2_cov+data3_cov;
s_w_inv=inv(s_w);
[v,d]=eig(s_w_inv*s_b);
y=v(:,1:2)'*lda_data';
y=y'
xlswrite('lda_3c.xls',y);