Jose Llorens created SPARK-34043:
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Summary: Linear Discriminant Analysis for dimensionality reduction
Key: SPARK-34043
URL: https://issues.apache.org/jira/browse/SPARK-34043
Project: Spark
Issue Type: New Feature
Components: ML
Affects Versions: 3.0.1
Reporter: Jose Llorens
The idea is to implement Linear discriminant analysis for dimensionality
reduction. The algorithm is similar to PCA but it uses supervised
classification to maximize class separation. The API would be similar to the
PCA one.
Other frameworks implement LDA, like sklearn
([https://scikit-learn.org/stable/modules/generated/sklearn.discriminant_analysis.LinearDiscriminantAnalysis.html)|http://example.com/]
LDA is a well-known algorithm with related literature, for example:
Izenman, Alan Julian. "Linear discriminant analysis." _Modern multivariate
statistical techniques_. Springer, New York, NY, 2013. 237-280.
I would like to work on this issue, please let me know if it is interesting to
add this feature to spark.
Thank you in advance.
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