I didn't find anything on the issue tracker related to this topic. Could you 
point me to the relevant entries please?

Clemens



On Feb 17, 2014, at 21:42, Alexandre Gramfort 
<alexandre.gramf...@telecom-paristech.fr> wrote:

> 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
>> 
>> 
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