Why can the best Fisher's linear discriminant vector be solved by $w_{lda}=S_W^{-1}(m_2-m_1)$?
Background:
https://www.cs.ccu.edu.tw/~wylin/publications/ieee_smc.pdf pages 11-12.
Why can the best Fisher's linear discriminant vector be solved by $w_{lda}=S_W^{-1}(m_2-m_1)$?
Background:
https://www.cs.ccu.edu.tw/~wylin/publications/ieee_smc.pdf pages 11-12.
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