Stojan Radenović

On Designing Invertible Pseudo Covariance Matrix for Undersampled Cases in Classification

Rashid Mahmood, Khalid Mahmood Aamir, Marija Milojević Jevrić, Stojan Radenović & Tehseen Zia · Journal of Advances in Mathematics and Computer Science · 2016

In linear discriminant analysis, determinant and inverse of the covariance matrix are required to be computed. If number of features is greater than the number of available examples, covariance matrix is no longer invertible. A common approach is to reduce dimensionality due to w...