Methods and apparatus are provided for generating a decision trees using linear discriminant analysis and implementing such a decision tree in the classification (also referred to as categorization) of data. The data is preferably in the form of multidimensional objects, e.g., data records including feature variables and class variables in a decision tree generation mode, and data records including only feature variables in a decision tree traversal mode. Such an inventive approach, for example, creates more effective supervised classification systems. In general, the present invention comprises splitting a decision tree, recursively, such that the greatest amount of separation among the class values of the training data is achieved. This is accomplished by finding effective combinations of variables in order to recursively split the training data and create the decision tree. The decision tree is then used to classify input testing data.