Wang, Cheng; Cao, Longbing; Miao, Baiqi - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 140-149
This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An l1 minimization method is used to select the important features from which the LDA will be constructed....