Estimation of gradients and coordinate covariation in classification
author: Sayan Mukherjee,
Department of Statistical Science, Duke University
published: Feb. 25, 2007, recorded: July 2006, views: 4389
published: Feb. 25, 2007, recorded: July 2006, views: 4389
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Description
We introduce an algorithm that simultaneously estimates a classification function as well as its gradient in the supervised learning framework. The motivation for the algorithm is to find salient variables and estimate how they covary. An efficient implementation with respect to both memory and time is given.
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