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faq/lda-vs-pca.md

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+# What is the difference between LDA and PCA for dimensionality reduction?
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+Both LDA and PCA are linear transformation techniques: LDA is a supervised whereas PCA is unsupervised -- PCA ignores class labels.
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+We can picture PCA as a technique that finds the directions of maximal variance:
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+![](./lda-vs-pca/pca.png)
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+In contrast to PCA, LDA attempts to find a feature subspace that maximizes class separability (note that LD 2 would be a very bad linear discriminant in the figure above).
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+![](./lda-vs-pca/lda.png)
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+Remember that LDA makes assumptions about normally distributed classes and equal class covariances.
+If you are interested in an empirical comparison: A. M. Martinez and A. C. Kak. PCA versus LDA. Pattern Analysis and Machine Intelligence, IEEE Transactions on, 23(2):228–233, 2001). (PCA tends to result in better classification results in an image recognition task if the number of samples for a given class was relatively small.)