GATE DA 2024 Set 1 — Question 22
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Linear Algebra → Dimensionality Reduction → Eigenvalue Computation
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Question
For any binary classification dataset, let and be the between-class and within-class scatter (covariance) matrices, respectively. The Fisher linear discriminant is defined by , that maximizes If , is non-singular and , then must satisfy which ONE of the following equations?Note: denotes the set of real numbers.
Correct answer
(A) S_W⁻¹ S_B u^ = λ u^
Solution
The Fisher Linear Discriminant objective function is given by:To find the vector that maximizes , we differentiate with respect to and set it to zero:This simplifies to:At the optimal point , the term in the parentheses is :Given that is non-singular, we can multiply both sides by :This is a generalized eigenvalue problem. Thus, option (A) is correct.
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