【白板推导系列笔记】线性分类-高斯判别分析(Gaussian Discriminant Analysis)-模型求解(求期望)&模型求解(求协方差)
L(μ1,μ2,Σ,ϕ)=∑i=1N[logN(μ1,Σ)yi⏟(1)+logN(μ2,Σ)1−yi⏟(2)+logϕyi(1−ϕ)1−yi⏟(3)]L(\mu_{1},\mu_{2},\Sigma,\phi)=\sum\limits_{i=1}^{N}[\underbrace{\logN(\mu_{1},\Sigma)^{y_{i}}}_{(1)}+\underbrace{\logN(\m