Generalized eigen, singular value, and partial least squares decompositions: The GSVD package.
Derek BeatonPublished in: CoRR (2020)
Keyphrases
- singular value decomposition
- partial least squares
- singular values
- dimension reduction
- principal component analysis
- dimensionality reduction
- discriminant analysis
- singular vectors
- low rank
- least squares
- linear discriminant analysis
- independent component analysis
- principal components
- low dimensional
- machine learning
- covariance matrix
- feature space
- variable selection
- ls svm
- regression methods
- learning algorithm
- pattern recognition
- feature extraction