This PR adds rudimentary, but functional (see MNIST example) linear and quadratic discriminant analysis. The original drive of this PR was to figure out efficient ways to perform some of the statistics calculations on large matrices with Lacaml, so there are a lot of performance testing scripts being checked in as well.
This PR adds rudimentary, but functional (see MNIST example) linear and quadratic discriminant analysis. The original drive of this PR was to figure out efficient ways to perform some of the statistics calculations on large matrices with Lacaml, so there are a lot of performance testing scripts being checked in as well.