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Consider a generative classifier with class conditional densities of the form N (x|c , c ). In LDA, we assume c = , and in
Consider a generative classifier with class conditional densities of the form N (x|c , c ). In LDA, we assume c = , and in QDA, each c is arbitrary. Here we consider the 2 class case in which 1 = k0, for k > 1. That is, the Gaussian ellipsoids have the same shape, but the one for class 1 is wider. Derive an expression for p(y = 1|x,), simplifying as much as possible. Give a geometric interpretation of your result, if possible.
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