Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization.
Minshuo ChenLin YangMengdi WangTuo ZhaoPublished in: NeurIPS (2018)
Keyphrases
- dimensionality reduction
- optimization problems
- non stationary
- global optimization
- nonlinear programming
- stochastic optimization
- stochastic programming
- data representation
- structure preserving
- optimization algorithm
- high dimensional data
- high dimensional
- feature extraction
- stochastic search
- high dimensionality
- low dimensional
- principal component analysis
- neural network
- constrained optimization
- dynamic time warping
- linear discriminant analysis
- multivariate time series
- image restoration and reconstruction
- convex optimization
- stock market
- monte carlo
- linear programming
- optimization methods
- discriminant analysis
- combinatorial optimization
- feature space
- objective function
- pattern recognition and machine learning
- feature selection