LDA vs. QDA vs. Logistic Regression

1. Classification Model比较

.LDAQDALogisticKNN
ParametersLessMoreLessNon-parametric
Decision.LinearQuatraticLinearNon-linear
BiasHighLowHighLow

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

Statistical Learning Cheat Sheet

张吉鸿
张吉鸿
自由的灵魂

我的研究兴趣是贝叶斯分析和潜变量分析