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.

Voir la notice de l'article provenant de la source Math-Net.Ru

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/}
}
TY  - JOUR
AU  - Y. S. Popkov
AU  - A. Y. Popkov
AU  - Y. A. Dubnov
TI  - Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms
JO  - Matematičeskoe modelirovanie
PY  - 2020
SP  - 35
EP  - 52
VL  - 32
IS  - 9
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_2020_32_9_a2/
LA  - ru
ID  - MM_2020_32_9_a2
ER  - 
%0 Journal Article
%A Y. S. Popkov
%A A. Y. Popkov
%A Y. A. Dubnov
%T Cross-entropy reduction of data matrix with restriction on information capacity of projectors and their norms
%J Matematičeskoe modelirovanie
%D 2020
%P 35-52
%V 32
%N 9
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MM_2020_32_9_a2/
%G ru
%F MM_2020_32_9_a2
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/

[1] T. Hastie, R. Tibshirani, J. Friedman, The Elements of Statistical Learning: Data mining, Inference, and Prediction, Springer, New York, 2009 | MR | Zbl

[2] K. V. Vorontsov, Matematicheskie metodi obuchenia po precedentam, Lecture Course, MIPT, 2013

[3] Van der Maaten Laurens, Postma Eric, Van den Herik Jaap, “Dimensionality Reduction: A Comparative Review”, TiCC TR, 005:1 (2009), 1–35

[4] I. K. Fodor, A Survey of Dimension Reduction Techniques, Technical Report, No 1, 2002, 18 pp. http://www.osti.gov/servlets/purl/15002155-mumfPN/native/

[5] A. M. Bruckstein, D. L. Donoho, M. Elad, “From sparse solutions of systems of equations to sparse modeling of signals and images”, SIAM review, 51:1 (2009), 34–81 | MR | Zbl

[6] M. Kendall, A. Stewart, L. I. Galchuk, A. T. Terekhin, Statisticheskie methodi i sviazi, Nauka, M., 1973

[7] I. T. Jolliffe, Principal component analysis, Springer-Verlag, New York, 1986 | MR

[8] P. Comon, C. Jutten, Handbook of Blind Source Separation. Independent Component Analysis and Applications, Academic Press, Oxford, 2010

[9] M. W. Berry, M. Browne, “Algorithms and Applications for Approximate Nonnegative Matrix Factorization”, Computational Statistics Data Analysis, 52 (2007), 155–173 | MR | Zbl

[10] B. T. Polyak, M. V. Khlebnikov, “Principle component analysis: Robust versions”, Automation Remote Control, 78 (2017), 490–506 | DOI | MR | Zbl

[11] E. Bingham, H. Mannila, “Random projection in dimensionality reduction: applications to image and text data”, Proc. of the seventh ACM SIGKDD international conference on Knowledge discovery and data mining, ACM, 2001, 245–250

[12] Santosh S. Vempala, The random projection method, DIMACS, 65, American Math. Soc., 2005 | MR

[13] W. B. Johnson, J. Lindenstrauss, “Extensions of Lipshitz mapping into Hilbert Space”, Modern Analysis and Probability, 26, Amer. Math. Soc., 1984, 189–206 | MR

[14] D. Achlioptas, “Database-friendly random projections”, PODS'01, Amer. Math. Soc., 2001, 274–281 | MR

[15] H. C. Peng, F. Long, C. Ding, “Feature selection based on mutual information: criteria of max-dependency, max-relevance, and min-redundancy”, IEEE Trans. on Pattern Analysis and Machine Intelligence, 27:8 (2005), 1236–1238

[16] Y. Zhang, S. Li, T. Wang, Z. Zhang, “Divergence-based feature selection for separate classes”, Neurocomputing, 101 (2013), 32–42

[17] Y. S. Popkov, Y. A. Dubnov, A. Y. Popkov, “Dimension Reduction Method for Randomized Machine Learning Problems”, Automation Remote Control, 79:11 (2018), 2038–2051 | DOI | DOI | MR | Zbl

[18] J. R. Magnus, H. Neudecker, Matrix differential calculus with applications in statistics and econometrics, Wiley, 1988 | MR

[19] B. T. Polyak, Vvedenie v optimizaciu, Nauka, M., 1983

[20] A. S. Strekalovskiy, Elementy nevipukloy optimizacii, Nauka, Novosibirsk, 2003

[21] Y. S. Popkov, Teoria macrosistem. Ravnovesnie modeli, URSS, M., 2012

[22] C. Bishop, Pattern Recognition and Machine Learning, Information Science and Statistics, 1st edn. 2006. corr. 2nd printing edn., Springer, New York, 2007 | MR

[23] J. Friedman, T. Hastie, R. Tibshirani, The elements of statistical learning, Springer series in statistics, 1, Springer, Berlin, 2001 | MR

[24] K. Q. Weinberger, L. K. Saul, “Unsupervised learning of image manifolds by semidefinite programming”, International J. of Comp. Vision, 70:1 (2006), 77–90 | DOI

[25] L. K. Saul, S. T. Roweis, “Think globally, fit locally: unsupervised learning of low dimensional manifolds”, Journal of Machine Learning Research, 4 (2003), 119–155 | MR

[26] F. Pedregosa, G. Varoquaux, A. Gramfort et al., “Scikit-learn: Machine Learning in Python”, Journal of Machine Learning Research, 2011, 2825–2830 | MR | Zbl

[27] L. Buitinck, G. Louppe, M. Blondel et al., “API design for machine learning software: experiences from the scikit-learn project”, ECML PKDD Workshop: Languages for Data Mining and Machine Learning, 2013, 108–122 | MR

[28] KEEL Dataset repository, (Accessed: 2019–07–03) https://sci2s.ugr.es/keel/datasets.php

[29] Dieter Kraft (Executor), A software package for sequential quadratic programming, Rep.: DFVLR-FB 88-28, DLR German Aerospace Center – Institute for Flight Mechanics, Koln, Germany, 1988