arXiv Machine Learning By Thibault Pautrel, Fran\c{c}ois Portier

Riemannian Stochastic Optimization for Sufficient Dimension Reduction

Read the original on arXiv Machine Learning →

arXiv:2606. 00413v1 Announce Type: cross Abstract: Sufficient dimension reduction (SDR) makes high-dimensional regression tractable by projecting the covariates onto a low-dimensional subspace that preserves the conditional mean of the response.

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