How can I use fitcdiscr using my own covariance matrix?

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Johannes
Johannes on 25 Jan 2018
Commented: Johannes on 1 Feb 2018
Hi, I want to train a classifier using my own covariance matrix and/or use data that are already whitened (using a covariance matrix that was estimated from more data than the data that are fed into the classifier). However, I do not see any option to supply a covariance matrix to fitcsdiscr. Is there a way to do this? There is a function called makecdiscr that allows one to supply a covariance matrix, but this seems to create a classifier without fitting/training? Or is the outcome of makecdiscr the same as that of fitcsdiscr, just based on different inputs?

Accepted Answer

Bernhard Suhm
Bernhard Suhm on 1 Feb 2018
The training of fitcdiscr is to estimate the covariance matrix. If you have the covariance matrix, makecdiscr can be used to generate a discriminant analysis classifier. The output is somewhat different (only what we call a "compact" model from makecdiscr), because the original data is not passed to makediscr. The output of the fit functions includes a reference to the training data.
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Johannes
Johannes on 1 Feb 2018
Ah OK, silly me! So in short, makecdiscr can produce a very similar classifier as fitcdiscr provided that the supplied covariance matrix is similar to the one that would otherwise be estimated by fitcsdiscr. Clear answer, thanks.

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