Determination of the Mahalanobis matrix using nonparametric noise estimations

Lendasse, Amaury;Corona, F.;Hao, J.;Reyhani, N.;Verleysen, Michel
(2006) 14th European Symposium on Artificial Neural Networks (ESANN 2006) — Location: Bruges (Belgium) (26.April.2006)

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Authors
  • Lendasse, AmauryHelsinky University of Technology
    Author
  • Corona, F.Universita di Cagliari
    Author
  • Hao, J.Helsinky University of Technology
    Author
  • Reyhani, N.Helsinky University of Technology
    Author
  • Author
Abstract
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.
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Citations

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