A novel framework for parsimonious multivariate analysis

作者:

Highlights:

• Parsimonious: all extracted features come from a compact subset of the input ones.

• Feature selection: spot consistencies in members of ensemble done with bootstrapping.

• Asses individual relevance of variables to lead final parsimonious feature extraction.

• Improvement in classification accuracy and interpretation of the results.

摘要

•Parsimonious: all extracted features come from a compact subset of the input ones.•Feature selection: spot consistencies in members of ensemble done with bootstrapping.•Asses individual relevance of variables to lead final parsimonious feature extraction.•Improvement in classification accuracy and interpretation of the results.

论文关键词:Feature selection,Dimensionality reduction,Multivariate analysis,Principal component analysis,Canonical correlation analysis,Orthonormalized Partial Least Squares

论文评审过程:Received 20 September 2016, Revised 25 March 2017, Accepted 1 June 2017, Available online 3 June 2017, Version of Record 13 June 2017.

论文官网地址:https://doi.org/10.1016/j.patcog.2017.06.004