no code implementations • NeurIPS 2016 • José L. Torrecilla, Alberto Suárez
The results of an extensive empirical evaluation are used to illustrate that, in the problems investigated, RMH has comparable or higher predictive accuracy than the standard dimensionality reduction techniques, such as PCA and PLS, and state-of-the-art feature selection methods for functional data, such as maxima hunting.
no code implementations • 13 Jul 2015 • José R. Berrendero, Antonio Cuevas, José L. Torrecilla
The mRMR (minimum Redundance Maximum Relevance) procedure, proposed by Ding and Peng (2005) and Peng et al. (2005) is an algorithm to systematically perform variable selection, achieving a reasonable trade-off between relevance and redundancy.