In this example a two-class linear classifier based on the Linear Discriminant
Analysis (LDA) is trained on a toy data set and then the trained classifier is
used to predict test examples. The regularization parameter, which corresponds
to a weight of a unitary matrix added to the covariance matrix, is set to
gamma=3.

For more details on the LDA see e.g.
    http://en.wikipedia.org/wiki/Linear_discriminant_analysis
