lfda: An R Package for Local Fisher Discriminant Analysis and Visualization

Abstract

Local Fisher discriminant analysis is a localized variant of Fisher discriminant analysis and it is popular for supervised dimensionality reduction method. lfda is an R package for performing local Fisher discriminant analysis, including its variants such as kernel local Fisher discriminant analysis and semi-supervised local Fisher discriminant analysis. It also provides visualization functions to easily visualize the dimension reduction results by using either rgl for 3D visualization or ggfortify for 2D visualization in ggplot2 style.