Abstract
Dimensionality reduction is the process of reducing the number of features in a data set. In a classification problem, the proposed formula allows to sort a set of directions to be used for data projection, according to a score that estimates their capability of discriminating the different data classes. A reduction in the number of features can be obtained by taking a subset of these directions and projecting data on this space. The projecting vectors can be derived from a spectral representation or other choices. If the vectors are eigenvectors of the data covariance matrix, the proposed score is aimed to take the place of the eigenvalues in eigenvector ordering.
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Biagetti, G., Crippa, P., Falaschetti, L., Orcioni, S., Turchetti, C. (2016). Multivariate Direction Scoring for Dimensionality Reduction in Classification Problems. In: Czarnowski, I., Caballero, A., Howlett, R., Jain, L. (eds) Intelligent Decision Technologies 2016. IDT 2016. Smart Innovation, Systems and Technologies, vol 56. Springer, Cham. https://doi.org/10.1007/978-3-319-39630-9_35
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DOI: https://doi.org/10.1007/978-3-319-39630-9_35
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