📄 flda.m
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function [newSampleIn, discrimVec] = lda(sampleIn, sampleOut, discrimVecNum)
%LDA Linear discriminant analysis
% Usage:
% [NEWSAMPLE, DISCRIM_VEC] = lda(SAMPLE, discrimVecNum)
% SAMPLE: Sample data with class information
% (Each row of SAMPLE is a sample point, with the
% last column being the class label ranging from 1 to
% no. of classes.)
% discrimVecNum: No. of discriminant vectors
% NEWSAMPLE: new sample after projection
%
% Reference:
% J. Duchene and S. Leclercq, "An Optimal Transformation for
% Discriminant Principal Component Analysis," IEEE Trans. on
% Pattern Analysis and Machine Intelligence,
% Vol. 10, No 6, November 1988
%
% Type "flda" for a self-demo.
% Roger Jang, 990829
if nargin<1, selfdemo; return; end
if nargin<3, discrimVecNum = size(sampleIn ,2); end
% ====== Initialization
n = size(sampleIn, 1);
m = size(sampleIn,2);
A = sampleIn;
mu = mean(A);
% ====== Compute B and W
% ====== B: between-class scatter matrix
% ====== W: within-class scatter matrix
% MMM = \sum_k m_k*mu_k*mu_k^T
U = sampleOut';
count = sum(U, 2); % Cardinality of each class
% Each row of MU is the mean of a class
MU = U*A./(count*ones(1, m));
MMM = MU'*diag(count)*MU;
W = A'*A - MMM;
B = MMM - n*mu'*mu;
% ====== Find the best discriminant vectors
invW = inv(W);
Q = invW*B;
D = [];
for i = 1:discrimVecNum,
[eigVec, eigVal] = eig(Q);
[maxEigVal, index] = max(abs(diag(eigVal)));
D = [D, eigVec(:, index)]; % Each col of D is a eigenvector
Q = (eye(m)-invW*D*inv(D'*invW*D)*D')*invW*B;
end
newSampleIn = A*D(:,1:discrimVecNum);
discrimVec = D;
%---------------------------------------------------
function selfdemo
% Self demo using IRIS dataset
load iris.dat
sampleIn = iris(:, 1:end-1);
sampleOut = iris(:, end);
sampleFuzzyOut = initfknn(iris, 3);
newSampleIn = feval(mfilename, sampleIn, sampleFuzzyOut);
data = newSampleIn;
index1 = find(iris(:,5)==1);
index2 = find(iris(:,5)==2);
index3 = find(iris(:,5)==3);
figure;
plot(data(index1, 1), data(index1, 2), '*', ...
data(index2, 1), data(index2, 2), 'o', ...
data(index3, 1), data(index3, 2), 'x');
legend('Class 1', 'Class 2', 'Class 3');
title('LDA projection of IRIS data onto the first 2 discriminant vectors');
loo_error = knnrloo([data(:, 1:2) iris(:, end)]);
xlabel(['Leave-one-out misclassification count = ', int2str(loo_error)]);
axis equal; axis tight;
figure;
plot(data(index1, 3), data(index1, 4), '*', ...
data(index2, 3), data(index2, 4), 'o', ...
data(index3, 3), data(index3, 4), 'x');
legend('Class 1', 'Class 2', 'Class 3');
title('LDA projection of IRIS data onto the last 2 discriminant vectors');
loo_error = knnrloo([data(:, 3:4) iris(:, end)]);
xlabel(['Leave-one-out misclassification count = ', int2str(loo_error)]);
axis equal; axis tight;
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