LDA is surprisingly simple and anyone can understand it. Here I avoid the complex linear algebra and use illustrations to show you what it does so you will know when to use it and how to interpret the results. Sample code for R is at the StatQuest GitHub:
https://github.com/StatQuest/linear_discriminant_analysis_demo/blob/master/linear_discriminant_analysis_demo.R
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0:00 Awesome song and introduction
0:59 Motivation for LDA
5:03 LDA Main Idea
5:29 LDA with 2 categories and 2 variables
7:07 How LDA creates new axes
10:03 LDA with 2 categories and 3 or more variables
10:57 LDA for 3 categories
13:39 Similarities between LDA and PCA
#statquest #LDA #ML