Discriminant Analysis and Boosting

Week 8: Oct 13 – Oct 17

Weekly Objectives

• Understand the definition of 0/1 loss and a classifier
• Understand the Bayes rule
• Understand how LDA and QDA model and predict classes for testing data
• Use the lda() and qda() to fit classification models and compare them with other approaches
• Understand issues for multi-class classification problems
• As a continuation of Week 6, we will introduce the regression tree models, which builds adaptive kernels.

Lecture Notes and R Examples

• Discriminant Analysis [Source File]
• Classification and Regression Trees [Source File]

Additional Readings

• QDA Derivation

Homework

• [Homework 8]
• Due Oct 23, 11:59PM CT
• [Solution]