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Re: the math in classify.m
Posted:
Aug 10, 2005 11:24 AM
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Thanks both of you for your replies - you really helped me alot! To
Peter I must say that this is a very nice piece of code in
classify.m. I finally understand, why I had to take all those Linear
Algebra lessons in my studies...
Greg Heath wrote:
> use matrix pseudoinversion. I successfully used the
> latter for more than 20 years.
This is exactly what I needed, since I dont have much training data.
It's mostly close to d (dimension of x). When I use 'linear'
discrimination thats normally not a problem since a pooled covariance
is used. But with the option 'quadratic' the covariance matrix was
often ill conditioned. So I implemented pseudoinversion like you
recommended and the results I got were better than with 'linear'!
Well, I guess that nothing beats lots of training data but since its
impossible in my case that really helped me out.
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