GATE DA 2024 Set 1 — Question 22

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MCQ+1 / -0.33MediumLinear Discriminant Analysis (LDA)Dimensionality ReductionMachine LearningEigenvalue ComputationEigenvalues & EigenvectorsLinear Algebra

Linear Algebra → Dimensionality Reduction → Eigenvalue Computation

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Question

For any binary classification dataset, let SBRd×dS_B \in \mathbb{R}^{d \times d} and SWRd×dS_W \in \mathbb{R}^{d \times d} be the between-class and within-class scatter (covariance) matrices, respectively. The Fisher linear discriminant is defined by uRdu^* \in \mathbb{R}^d, that maximizes J(u)=uTSBuuTSWuJ(u) = \frac{u^T S_B u}{u^T S_W u}If λ=J(u)\lambda = J(u^*), SWS_W is non-singular and SB0S_B \neq 0, then (u,λ)(u^*, \lambda) must satisfy which ONE of the following equations?
Note: R\mathbb{R} denotes the set of real numbers.
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