I have a dataset with tens of thousands of samples and only 7 features. I want to use linear discriminant analysis to classify these samples into 2 classes. The Python scikit-learn's LDA package is used. However, the results become very strange, as I found that the classification is dominated by a single feature, as shown in
. LDA coefficients are:
9259.89517281, -191.60635381, 403.78787046, -79.33404653, -93.1753486 , 110.23429443, -41.93012569
As all values in all features are >=0 and scaled between 0 and 10, the coefficients indicate the classification is dominated by the first feature. I think all features should be important for the classification. Is there a way to solve this? I have tried Shrinkage provided by the package I used, but seems not work.