Dimensionality Reduction via Regression.

Description

DRR implements the Dimensionality Reduction via Regression using Kernel Ridge Regression. It also adds a faster implementation of Kernel Ridge regression that can be used with the CVST package.

Details

Thanks to the Max Planck Institute for Biogeochemistry in Jena for the funding.

References

Laparra, V., Malo, J., Camps-Valls, G., 2015. Dimensionality Reduction via Regression in Hyperspectral Imagery. IEEE Journal of Selected Topics in Signal Processing 9, 1026-1036. doi:10.1109/JSTSP.2015.2417833 Zhang, Y., Duchi, J.C., Wainwright, M.J., 2013. Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates. arXiv:1305.5029 [cs, math, stat].