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Chunk #12 — MATERIALS AND METHODS — Linear discriminant functions by optimal scoring

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Classification and selection of biomarkers in genomic data using LASSO.
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While linear discriminant analysis (LDA) is typically calculated using matrix algebra techniques, an alternative method of calculating them is through the use of optimal scoring (Hastie et al [16, 17]). In this method, the problem of classification into two groups is reexpressed as a regression problem based on quantities known as optimal scores.