Measuring Dependency via Intrinsic Dimensionality
Measuring Dependency via Intrinsic Dimensionality
复制标题
通过内在维度测量依赖性
DOI:
10.1109/icpr.2016.7899801
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发表时间:
2016
期刊:
影响因子:
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通讯作者:
Michael E. Houle
中科院分区:
文献类型:
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作者:
Simone Romano;Oussama Chelly;Xuan Vinh Nguyen;James Bailey;Michael E. Houle
Measuring the amount of dependency among multiple variables is an important task in pattern recognition. In the last few years, many new dependency measures have been developed for the exploration of functional relationships. In this paper, we develop a dependency measure between variables based on an extreme-value theoretic treatment of intrinsic dimensionality. Our measure identifies variables with low intrinsic dimension - that is, those that support embeddings of the data within low-dimensional manifolds. To build a dependency measure on strong foundations, we theoretically prove a connection between information theory and intrinsic dimensionality theory. This allows us also to propose novel estimators of intrinsic dimensionality. Finally, we show that our dependency measure enables to find patterns that cannot be found by other state-of-the-art measures on real and synthetic data.