PCA vs LDA

1. The differences between PCA and LDA:

    a.PCA has a bad discriminability between different classes, but it has  high variance in one class.

    b.LDA has a good discriminability between different classes, but it has low variance in one class.

2.The similarities between PCA and LDA:

    a.Both rank the new axis in order  of importance.

    b.Both can let you dig in and see which features are driving the new axis.  

    c.Both try to reduce dimensions.

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