How would you handle a multi-class classification problem with LDA, and what is the importance of maximizing between-class variance in this context?
- Apply LDA separately to each class; no importance of between-class variance
- Apply LDA to all classes; maximize between-class variance for class separability
- Ignore between-class variance and focus on within-class variance
- Use another method entirely
For a multi-class classification problem, you would "apply LDA to all classes" and maximize between-class variance. This is essential for separating the classes from each other, which improves classification performance.
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