GATE DA 2024 Q22: Equation satisfied by the Fisher linear discriminant
- Machine Learning
- 1 mark
- MCQ
- −1/3 if wrong
Question
For any binary classification dataset, let and be the between-class and within-class scatter (covariance) matrices, respectively. The Fisher linear discriminant is defined by , that maximizes
If , is non-singular and , then must satisfy which ONE of the following equations?
Note: denotes the set of real numbers.
Try it: multiple choice: exactly one correct option
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Answer: A (official GATE 2024 final answer key)
Concept used: Maximising a Rayleigh quotient gives a generalised eigenvalue problem.
First step: Setting gives ; multiply by .
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Source: official GATE 2024 DA question paper and final answer key, organised by IISc Bangalore. Question paper · Answer key