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Discriminant Analysis may be used for two objectives: either we want to assess the adequacy of classification, given the group memberships of the objects under study; or we wish to assign objects to one of a number of (known) groups of objects. Discriminant Analysis may thus have a descriptive or a predictive objective.
In both cases, some group assignments must be known before carrying out the Discriminant Analysis. Such group assignments, or labelling, may be arrived at in any way. Hence Discriminant Analysis can be employed as a useful complement to Cluster Analysis (in order to judge the results of the latter) or Principal Components Analysis. Alternatively, in star--galaxy separation, for instance, using digitised images, the analyst may define group (stars, galaxies) membership visually for a conveniently small training set or design set.
Methods implemented in this area are Multiple Discriminant Analysis, Fisher's Linear Discriminant Analysis, and K-Nearest Neighbours Discriminant Analysis.
There is no best discrimination method. A few remarks concerning the advantages and disadvantages of the methods studied are as follows.