How to implement shrinkage LDA?

Hi

I have a classification task where i want to use shrinkage LDA, i have worked with simple LDA but i don't know how i can design the shrinkage.

Is there any built in MATLAB command.?

Thanks in advance for any help.

Answer 1

[Pratyush Roy]

Hi Joana,

As per my undertanding, you want to implement shrinkage LDA with a MATLAB built-in function. The documentation links given below might be helpful:

https://www.mathworks.com/help/stats/regularize-discriminant-analysis-classifier.html

https://www.mathworks.com/help/stats/classificationdiscriminant.cvshrink.html

Hope this helps!