I know that the new fitcdiscr
MATLAB® function can perform several discriminant analysis, such as LDA or QDA. However, the mentions about 'regularization' and 'bayesian' inside the MATLAB® help confuse me.
What kind of discriminant analysis is performed if fitcdiscr
uses the default parameters? Do it use Bayesian Linear Discriminant Analysis (BLDA), Fisher's LDA (FLDA), or some kind of Regularized LDA (rLDA)?
According to Matlab's documentation, it seems they are using "Regularized linear discriminant analysis" as default 'DiscrimType'.
Take a look to the image below:
fitcdiscr default discriminant type