Belted and Ensembled Neural Network for Linear and Nonlinear Sufficient Dimension Reduction
用于线性与非线性充分降维的带瓶颈层集成神经网络
We introduce a unified, flexible, and easy-to-implement framework of sufficient dimension reduction that can accommodate both linear and nonlinear dimension reduction, and both the conditional distribution and the conditional mean as the targets of estimation. This unified framework is achieved by a specially structured neural network—the Belted and Ensembled Neural Network (BENN)—that consists of a narrow latent layer, which we call the belt, and a family of transformations…