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3 results for EGOP

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.

TrIM improves gradient-based dimension reduction and regression.

problem Efficiently identifying relevant feature subspace for high-dimensional regression.
method Introduced TrIM forest, an iterative approach using Mondrian forest and EGOP estimate.
result Consistency guarantees and convergence rates for EGOP matrix and random forest estimator.