hi Clemens, you might want to look at the open issues on the topic.
A On Mon, Feb 17, 2014 at 12:52 PM, Clemens Brunner <clemens.brun...@tugraz.at> wrote: > Hi there! > > I would like to use a shrinkage LDA classifier (that is, LDA with Ledoit-Wolf > covariance estimation). However, I have only found the two necessary > ingredients > in separate modules/classes: sklearn.lda.LDA and > sklearn.covariance.LedoitWolf. > > What would be the recommended way to combine these two into a shrinkage LDA > classifier? Should I create a new class sklearn.lda.sLDA? Unfortunately, I > cannot just modify the existing LDA class, because it uses SVD and not > explicit > covariance estimators to implement LDA. Would it make sense to implement an > alternative LDA which uses direct estimations of covariance matrices? Then the > user could use any type of regularization offered by sklearn.covariance to > produce a regularized LDA classifier. > > Thanks in advance, > Clemens > > > ------------------------------------------------------------------------------ > Android apps run on BlackBerry 10 > Introducing the new BlackBerry 10.2.1 Runtime for Android apps. > Now with support for Jelly Bean, Bluetooth, Mapview and more. > Get your Android app in front of a whole new audience. Start now. > http://pubads.g.doubleclick.net/gampad/clk?id=124407151&iu=/4140/ostg.clktrk > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Managing the Performance of Cloud-Based Applications Take advantage of what the Cloud has to offer - Avoid Common Pitfalls. Read the Whitepaper. http://pubads.g.doubleclick.net/gampad/clk?id=121054471&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
