In this paper, the problem of an optimal transformation of the input space for function approximation problems is addressed. The transformationis defined determining the Mahalanobis matrix that minimizesthe variance of noise. To compute variance of the noise, a nonparametricestimator called the Delta Test paradigm is used. The proposed approachis illlustrated on two different benchmarks.
Affiliations
Helsinky University of Technology
Universita di CagliariDepartment of Chemical Engineering and Materials
Lendasse, A., Corona, F., Hao, J., Reyhani, N., & Verleysen, M. (2006). Determination of the Mahalanobis matrix using nonparametric noise estimations. Proceedings of the 14th European Symposium on Artificial Neural Networks (ESANN 2006), p. 227-232. https://hdl.handle.net/2078.5/254143