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Class conditional densities of the form

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Consider a generative classifier with class conditional densities of the form N (x|μc , Σc ). In LDA, we assume Σc = Σ, and in QDA, each Σc is arbitrary. Here we consider the 2 class case in which Σ1 = kΣ0, for k > 1. That is, the Gaussian ellipsoids have the same "shape", but the one for class 1 is "wider". Derive an expression for p(y = 1|x,θ), simplifying as much as possible. Give a geometric interpretation of your result, if possible.

Reference no: EM131428229

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