Cross-entropy optimal dimensionality reduction with condition on information capacity

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Abstract

Using a data leads to a problem of its sufficiency to solve specific task. Proposed paper is devoted to a modification of direct-inverse projection method (DIP-method) based on an idea of information capacity. DIP-method is updated with a condition on maintaining the information capacity in given ranges. Modified dimensionality reduction method (mDIP) based on the problem of minimization cross-entropy function on a set defined by linear inequality. Minimization of the function is suggested to perform by the first-order multiplicative algorithm. There obtained conditions of local convergence.

About the authors

Yu. S. Popkov

Federal Research Center Computer Science and Control of the Russian Academy of Sciences; ORT Braude College

Author for correspondence.
Email: popkov@isa.ru

Academician of the Russian Academy of Sciences

Russian Federation, 44/2, Vavilova street, Moscow, 119333; 51, Snunit str., Karmiel, Israel, 210100

A. Yu. Popkov

Federal Research Center Computer Science and Control of the Russian Academy of Sciences

Email: popkov@isa.ru
Russian Federation, 44/2, Vavilova street, Moscow, 119333

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