LDA vs. QDA vs. Logistic Regression
1. Classification Model比较
. | LDA | QDA | Logistic | KNN |
---|---|---|---|---|
Parameters | Less | More | Less | Non-parametric |
Decision. | Linear | Quatratic | Linear | Non-linear |
Bias | High | Low | High | Low |
对于两个Linear Decision Boundary的方法而言(LDA & Logistic regression),当X满足Guassian Distribution且standardized deviation相等时,使用LDA有更小的偏差。否则使用Logistic regression有更小的偏差。
2. 读书笔记
以下笔记摘录自An Introduction to Statistical Learning by James, Witten, Hastie and Tibshirani