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Fisher LDA (Fisher Linear Discriminant Analysis)

In this project, we will apply a Fisher LDA from a set of images of faces, each of size 256*256 in RGB format.

Dataset : jaffe

We reconstruct the original data by using K basis vectors obtained from LDA.

Below images show reconstructed images of one person for k=1, 6, 29):

reconstructed images1 reconstructed images2 reconstructed images3 reconstructed images4 reconstructed images5

Plot the MSE between the original and reconstructed images in terms of number of eigenvectors: MSE plot

The problem of applying Fisher LDA on the dataset is that calculating the inverse of the covariance matrix of classes in high-dimensional data sets is very expensive. Also, if we have a large number of outliers in the dataset, A lot of noise is added to the average data, so lda cannot perform as expected.