Local dimensionality reduction

DOI10.1007/S001800050026MaRDI QIDQ1979103zbMATH OpenOpenAlexFDO

Authors David J. Marchette, Wendy L. Poston

Publication date 24 May 2000

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001800050026

zbMATH Keywords

dimensionality reductionlocal linear discriminant analysisnearest neighborsnormal finite mixture

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Review text

Different methods of dimensionality reduction such as principal components and Fisher's linear discriminant (FLD) are considered. The authors are interested in local versions of these methods based on normal mixtures and nearest neighbors approach. The Iterated Nearest Neighbor FLD (INN) is an example of such methods. Suppose, that a training sample of two classes is given. To test an observation \(x_0\) by INN the following algorithm is proposed: 1. The nearest (in Mahalonobis distance) neighbors of \(x_0\) are selected in each class (\(p_1\) and \(p_2\)). 2. \(k\) observations from the \(i\)-th class nearest to \(p_i\) are selected for \(i=1,2\). 3. The obtained subsample is used to estimate the local correlation matrix \(S\). 4. The Mahalonobis distances are recalculated using \(S\). 5. The steps 1-4 are iterated. 6. The resulting \(S\) and subsamples are used to calculate the FLD. The authors discuss the performance of such algorithms and present simulation results.

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(6)

• Iterative nearest neighbors
• Local multidimensional scaling
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• Local Deep-Feature Alignment for Unsupervised Dimension Reduction
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• Dimension reduction via local rank regression

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