Differences between LDA, QDA and Gaussian Naive Bayes classifiers

Deep dive in the modelling assumptions and their implications

While digging in the details of classical classification methods, I found sparse information about the similarities and differences of Gaussian Naive Bayes (GNB), Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA). This post centralises the information I found for the next learner.

Summary: All three methods are a specific instance of The Bayes Classifier, they all deal with continuous Gaussian predictors, they differ in the assumptions they makes about the …

bayes classification-algorithms classifiers lda machine learning statistical-learning