Non-parametric Variable Selection on Non-linear Manifolds - Aix-Marseille Université Access content directly
Preprints, Working Papers, ... Year : 2020

Non-parametric Variable Selection on Non-linear Manifolds


In this paper, I investigate a new non-parametric variable selection framework. To extend the usual non-parametric model, I consider non-linear manifolds which are more flexible. Non-linear manifolds are represented by function compositions, allowing more complex dependences in the data. Based on two manifold approximation techniques , k-nearest neighbours and auto-encoder neural networks, I propose two different procedures to perform non-parametric variable selection. The two methods are complementary , the former being a local estimator, while the latter is a global estimator.
Fichier principal
Vignette du fichier
Variable Selection on Nonlinear Manifolds - Desboulets Loann.pdf (10.43 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-02986707 , version 1 (03-11-2020)


  • HAL Id : hal-02986707 , version 1


Loann David Denis Desboulets. Non-parametric Variable Selection on Non-linear Manifolds. 2020. ⟨hal-02986707⟩
55 View
20 Download


Gmail Facebook X LinkedIn More