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arXiv · 1103.4998

Sufficient Component Analysis for Supervised Dimension Reduction

Makoto Yamada·Gang Niu·Jun Takagi·Masashi Sugiyama
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Abstract

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing methods. In our method, a solution is computed by iteratively performing dependence estimation and maximization: Dependence estimation is analytically carried out by recently-proposed least-squares mutual information (LSMI), and dependence maximization is also analytically carried out by utilizing the Epanechnikov kernel. Through large-scale experiments on real-world image classification and audio tagging problems, the proposed method is shown to compare favorably with existing dimension reduction approaches.

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Makoto Yamada, Gang Niu, Jun Takagi, Masashi Sugiyama. 2011-03-25. Sufficient Component Analysis for Supervised Dimension Reduction. https://arxiv.org/abs/1103.4998

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