Multiple discriminant analysis

Multiple Discriminant Analysis (MDA) is a multivariate dimensionality reduction technique. It has been used to predict signals as diverse as neural memory traces and corporate failure.^[1]

MDA is not directly used to perform classification. It merely supports classification by yielding a compressed signal amenable to classification. The method described in Duda et al. (2001) §3.8.3 projects the multivariate signal down to an M−1 dimensional space where M is the number of categories.

MDA is useful because most classifiers are strongly affected by the curse of dimensionality. In other words, when signals are represented in very-high-dimensional spaces, the classifier's performance is catastrophically impaired by the overfitting problem. This problem is reduced by compressing the signal down to a lower-dimensional space as MDA does.

MDA has been used to reveal neural codes.^[2][3]