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GATE 2024 · session-1
Machine LearningLinear Discriminant AnalysismediumMCQ1 mark
For a binary classification dataset, let \(S_B\in\mathbb{R}^{d\times d}\) and \(S_W\in\mathbb{R}^{d\times d}\) be the between-class and within-class scatter matrices, respectively. The Fisher linear discriminant is \[J(u)=\frac{u^T S_Bu}{u^T S_Wu}.\] If \(\lambda=J(u^*)\), \(S_W\) is non-singular, and \(S_B\ne0\), then \(u^*\) and \(\lambda\) must satisfy which ONE of the following equations?
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