【人工智能与机器学习】python代码完成Fisher判别的推导

Fisher判别python推导

导入库和读取Iris数据集中的数据

from sklearn import datasets
import matplotlib.pyplot as plt
import numpy as np
import math
 
# prepare the data
iris = datasets.load_iris()
X = iris.data
y = iris.target
names = iris.feature_names
labels = iris.target_names
y_c = np.unique(y)

求出各类别的平均值：

np.set_printoptions(precision=4)
 
mean_vector = []  # 类别的平均值
for i in y_c:
    mean_vector.append(np.mean(X[y == i], axis=0))
    print('Mean Vector class %s:%s\n' % (i, mean_vector[i]))

平均值为：

求出类内离散度和类间离散度：

S_W = np.zeros((X.shape[1], X.shape[1]))
for i in y_c:
    Xi = X[y == i] - mean_vector[i]
    S_W += np.mat(Xi).T * np.mat