Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms
Matematičeskoe modelirovanie, Tome 32 (2020) no. 9, pp. 35-52

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We develop a new method of dimensionality reduction based on direct and inverse projection of data matrix and calculation of projectors minimizing cross-entropy functional. Concept of information capacity of matrix which is used as a restriction in a problem of optimal reduction is introduced. We conduct a comparison of proposed method with known ones based on binary classification.
Keywords: dimensionality reduction, entropy, cross-entropy
Mots-clés : classification.
@article{MM_2020_32_9_a2,
     author = {Y. S. Popkov and A. Y. Popkov and Y. A. Dubnov},
     title = {Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {35--52},
     publisher = {mathdoc},
     volume = {32},
     number = {9},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2020_32_9_a2/}
}
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Y. S. Popkov; A. Y. Popkov; Y. A. Dubnov. Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms. Matematičeskoe modelirovanie, Tome 32 (2020) no. 9, pp. 35-52. http://geodesic.mathdoc.fr/item/MM_2020_32_9_a2/