Evaluation of the effectiveness of features selected by discriminant analysis methods

摘要

New theoretical and practical results concerning the use of discriminant analysis for feature selection are presented in the paper. Numerical values for the eigenvalues of the matrix SWW−1SB (within-class and between-class scatter matrices) are investigated. An analytic expression for their minimum value representing the minimum effectiveness is derived. Differences between real values and these minimum values are important for the evaluation of the effectiveness of features and thus for feature selection.