Where is my Linear Discriminant Analysis?

[Atabarezz]

I made a search on LDA - Linear Discriminant Analysis on Alteryx Help and it returned "0" Results.

Idea: LDA - Linear Discriminant Analysis tool

to be added on the predictive tool box.

Rationale: We have PCA and MDS as tools which help a lot on "unsupervised" dimentionality reduction in predictive modelling.

Bu if we need a method that takes target values into considerations we need a "supervised" tool instead...

"LDA is also closely related to principal component analysis (PCA) and factor analysis in that they both look for linear combinations of variables which best explain the data.[4] LDA explicitly attempts to model the difference between the classes of data. PCA on the other hand does not take into account any difference in class, and factor analysis builds the feature combinations based on differences rather than similarities. Discriminant analysis is also different from factor analysis in that it is not an interdependence technique: a distinction between independent variables and dependent variables (also called criterion variables) must be made."