Direct Density-Ratio Estimation with Dimensionality Reduction
Direct Density-Ratio Estimation with Dimensionality Reduction
This chapter discusses a dimensionality reduction scheme for density-ratio estimation, called direct density-ratio estimation with dimensionality reduction (D3; pronounced as “D-cube”). The basic idea of D3 is to find a low-dimensional subspace in which training and test densities are significantly different, and estimate the density ratio only in this subspace. A supervised dimensionality reduction technique called local Fisher discriminant analysis (LFDA) is employed for identifying such a subspace. The usefulness of the D3 approach is illustrated through numerical experiments.
Keywords: dimensionality reduction, called direct density-ratio estimation, subspace, local Fisher discriminant analysis
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