An Outer-Product-of-Gradient Approach to Dimension Reduction and its Application to Classification in High Dimensional Space
梯度外积降维方法及其在高维分类中的应用
Sufficient dimension reduction (SDR) has progressed steadily. However, its ability to improve general function estimation or classification has not been well received, especially for high-dimensional data. In this article, we first devise a local linear smoother for high dimensional nonparametric regression and then utilise it in the outer-product-of-gradient (OPG) approach of SDR. We call the method high-dimensional OPG (HOPG). To apply SDR to classification in…