scikit-learn/scikit-learn — pull request #3105 by cle1109 (2014-04-24 13:02:26+00:00)
Title: Implemented shrinkage LDA classifier.

@kazemakase and I implemented shrinkage LDA (see also my comment in #1649). Note that unlike `lda.LDA`, our implementation does only classification and not transformation (dimensionality reduction). Note that we are not using the existing implementation because shrinkage is not possible with SVD.

We would be happy if someone could review the code.