scikit-learn/scikit-learn — pull request #1517 by amueller (2013-01-05 14:01:22+00:00)
Title: MRG document attributes in QDA and LDA, rename to adhere to sklearn scheme

Some cleanups in LDA and QDA.
The additional ``s`` in ``scalings`` in ``LDA`` is on purpose to be consistent with ``QDA``.

I feel LDA and QDA are still not up to speed.

There is a ``tol`` parameter to ``fit`` in both that seems a bit weird. First, it should be a ``__init__`` parameter. Then, it doesn't seem to do anything in QDA but raise a warning. That seems a bit odd to me.
In LDA it seems to implement some robustness to colinear features but it is also not very clear to me.

Also, from my understanding of LDA the implementation is suboptimal. As the decision function is linear it should be possible to just store the linear decision function for ``predict`` and not do so many computations there.

Maybe I should open an issue for that ...

This PR closes #1480.