Distributionally Robust Reduced Rank Regression and Principal Component Analysis in High Dimensions.
Kean Ming TanQiang SunDaniela M. WittenPublished in: CoRR (2018)
Keyphrases
- high dimensions
- principal component analysis
- high dimensional data
- high dimensional
- robust optimization
- dimensionality reduction
- high dimensional spaces
- principal components
- regression model
- low dimensional
- poor quality
- covariance matrix
- nearest neighbor
- knn
- face recognition
- machine learning
- database
- face images
- linear discriminant analysis
- dimension reduction
- feature space
- data sets