[jira] [Created] (FLINK-1746) Add linear discriminant analysis to machine learning library

[Shang Yuanchun (Jira)]

Till Rohrmann created FLINK-1746:
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             Summary: Add linear discriminant analysis to machine learning library
                 Key: FLINK-1746
                 URL: https://issues.apache.org/jira/browse/FLINK-1746
             Project: Flink
          Issue Type: New Feature
          Components: Machine Learning Library
            Reporter: Till Rohrmann


Linear discriminant analysis (LDA) [1] is used for dimensionality reduction prior to classification. But it can also be used to calculate a linear classifier on its own. Since dimensionality reduction is an important preprocessing step, a distributed LDA implementation is a valuable addition to flink-ml.

Resources:
[1] [http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=5946724]



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