Welcome back to our journey through "Linear Landscapes of Dimensionality Reduction". Today's lesson focuses on applying Linear Discriminant Analysis (LDA) using Scikit-learn and then diving into feature extraction and selection. Primarily, we'll be utilizing the LinearDiscriminantAnalysis function from sklearn.discriminant_analysis. Ready to take the plunge?

Before diving in, let's do a quick revision of LDA, how it works, and its implementation. As we transition to using Scikit-learn today, our first step is to load the dataset we will be working with. We'll load the Iris dataset, which is included in Scikit-learn's datasets:

Here, data is a bunch object containing both data and targets (species) among other attributes, while X captures the features data.

Our next step is to preprocess our data. We scale the features to a zero mean and unit variance, important for optimal LDA performance:

This code subtracts the mean and divides by the standard deviation for each feature column, effectively standardizing it.

Next, we'll split our dataset into training and testing data:

X_train and y_train make up our training set, while X_test and y_test are our testing sets.

Let's apply LDA to our data:

We initiate the Linear Discriminant Analysis object with 2 components (our target), fit the model to our training data, and transform it into a lower-dimensional space.

To better understand our LDA model's results, let's visualize using matplotlib:

This visualization showcases class separation by LDA, easily distinguished by color coding:

The 'Discriminant 1' and 'Discriminant 2' axes represent the two components we selected for our LDA model - the transformed data is projected onto these axes.

Additioanlly, LDA can be used as a classifier when the classes are well-separated and the assumptions of LDA are met. It's particularly useful for multi-class classification problems.

The LinearDiscriminantAnalysis class in Scikit-learn provides a predict method to classify new samples. Let's see how to use it:

Here, we use the predict method from our trained LDA model to predict the classes for our test data, and measure its accuracy by comparing the prediction with the actual classes.

We applied LDA using Scikit-learn, performed data extraction/selection, visualized LDA results, and calculated the accuracy of our model. In the next lesson, we'll dive into some hands-on exercises. Remember, practice is pivotal to mastering new concepts and reinforcing learning!