I need to get the projection matrix from lda, which has been supplied the train data, so that I can use that to project the train data in the lda space.
I have done the following :
def get_projection(features,label):
transformer = LDA(store_covariance=True)
transformer.fit_transform(features,label)
cov_mat = transformer.covariance_
return cov_mat
I have then extracted the eigen vectors of the covariance matrix. But that doesn't seem to give correct solution. Even the .scalings_ attribute doesn't seem to be helpful. Kindly help me find the projection matrix from this method, so that I can apply it on test data, which don't have labels.
You can apply the transformer directly on test data by transformer.transform(test_data)
. See documentation of LDA here.
Note: LDA has been deprecated and now its recommended to use LinearDiscriminantAnalysis .
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