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On Apr 30, 11:56 am, "MESBAH Amine" <kerami...@gmail.com> wrote:
> Thank you Greg,
> but, I think that I can't use CLASSIFY for dimensionality reduction :(
Correct. Sorry for the Bum Steer.
Re using ClassifierDiscriminant:
I no longer use the linear and quadratic discriminant functions.They
are designed to minimize the ratio of sum(within-class squared
Mahalanobis distance) to sum(between-class squared Mahalanobis
distance), not
classification error rate. As a result, time is spent estimating
covariance matrices, even when there is not enough data to obtain
precise estimates. In addition, dimensionality reduction results in
eliminating variables in a transformed space, not original variables.
My alternative is to use STEPWISE or STEPWISEFIT to directly
eliminate variables, squared variables and/or crossproducts. The
classifier is designed to minimise MSE between target and predicted
class posterior probabilities. Class assignments are made to the class
corresponding to
of the maximum predicted posterior.
Hope this helps.
Greg
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