Hi there!

We implemented a shrinkage LDA classifier (SLDA), which extends the existing 
LDA class by optional shrinkage. However, our implementation is only a 
classifier and not a transformer. Still, we think that providing the 
possibility to use shrinkage greatly extends the usefulness of LDA (e.g. to 
small training sets).

We would be happy if someone could take a look at our pull request #3105 
(https://github.com/scikit-learn/scikit-learn/pull/3105) to see if it can be 
merged into scikit-learn:master. We're looking forward to comments and 
suggestions.

Thanks,
Clemens and Martin
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