Discriminant component analysis via distance correlation maximization

作者:

Highlights:

• We propose a dimensionality reduction technique based on distance correlation.

• Our method maximizes the dependency between data samples and target variable.

• Kernel version of our method is also derived for non-linear problems.

• Our approach has a simple and closed-form solution.

• Our approach is computationally efficient.

摘要

•We propose a dimensionality reduction technique based on distance correlation.•Our method maximizes the dependency between data samples and target variable.•Kernel version of our method is also derived for non-linear problems.•Our approach has a simple and closed-form solution.•Our approach is computationally efficient.

论文关键词:Dimensionality reduction,Distance correlation (dCor),Kernel methods,Classification,Regression

论文评审过程:Received 24 October 2018, Revised 17 August 2019, Accepted 12 September 2019, Available online 13 September 2019, Version of Record 17 September 2019.

论文官网地址:https://doi.org/10.1016/j.patcog.2019.107052