Determination of the Mahalanobis matrix using nonparametric noise estimations
作者： Amaury Lendasse , Nima Reyhani , Francesco Corona , Jin Hao , Michel Verleysen
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摘要: In this paper, the problem of an optimal transformation input space for function approximation problems is addressed. The transformationis defined determining Mahalanobis matrix that minimizesthe variance noise. To compute noise, a nonparametricestimator called Delta Test paradigm used. proposed approachis illlustrated on two different benchmarks.
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