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  1. Data Science and Machine Learning (Part 20) : Algorithmic Trading Insights, A Faceoff Between LDA and PCA in MQL5

    by , 03-01-2024 at 04:02 PM
    LDA is a supervised generalization machine learning algorithm that aims to find a linear combination of features that best separates the classes in a dataset.

    Just like the Principal Component Analysis(PCA), it is a dimension reduction algorithm, These algorithms are a common choice for dimensionality reduction, in this article we are going to compare them and observe in what situation each algorithm works best. We already discussed the PCA in the prior articles of this