Proceedings of the 25th International Conference on Machine Learning - ICML '08 2008
DOI: 10.1145/1390156.1390261
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Closed-form supervised dimensionality reduction with generalized linear models

Abstract: We propose a family of supervised dimensionality reduction (SDR) algorithms that combine feature extraction (dimensionality reduction) with learning a predictive model in a unified optimization framework, using data-and class-appropriate generalized linear models (GLMs), and handling both classification and regression problems. Our approach uses simple closed-form update rules and is provably convergent. Promising empirical results are demonstrated on a variety of high-dimensional datasets.

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Cited by 35 publications
(31 citation statements)
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“…Multiview learning methods are often used to learn a better classifier for multi-label classification -usually in text mining and image classification domains -based on correlation structures among the training data and the labels (Yu et al, 2006;Virtanen et al, 2011;Rish, Grabarnik, Cecchi, Pereira, & Gordon, 2008). However, in medical analysis and diagnosis, we meet two separate tasksthe association discovery between genetic variations and clinical traits, and the diagnosis on patients.…”
Section: Related Workmentioning
confidence: 99%
“…Multiview learning methods are often used to learn a better classifier for multi-label classification -usually in text mining and image classification domains -based on correlation structures among the training data and the labels (Yu et al, 2006;Virtanen et al, 2011;Rish, Grabarnik, Cecchi, Pereira, & Gordon, 2008). However, in medical analysis and diagnosis, we meet two separate tasksthe association discovery between genetic variations and clinical traits, and the diagnosis on patients.…”
Section: Related Workmentioning
confidence: 99%
“…[29] proposes a supervised probabilistic PCA and an efficient solution method, but the algorithm is developed only for real outputs. [21] formulates a supervised dimensionality reduction algorithm coupled with generalized linear models for binary classification and regression, and maximize a target function composed of input and output likelihood terms using an iterative algorithm.…”
Section: Introductionmentioning
confidence: 99%
“…While unsupervised latent semantic models are popular for dimensionality reduction, their supervised counterparts are similar in spirit to supervised dimensionality reduction [19], which aims at finding a low-dimensional representation of data such that the supervision information can be well fitted by some predictive model that will be used to predict unlabeled data. However, single task supervised feature learning may be not reliable when supervision information is not enough.…”
Section: Introductionmentioning
confidence: 99%