Digital Commons Network^™

A Multi-Step Nonlinear Dimension-Reduction Approach With Applications To Bigdata, R. Krishnan, V. A. Samaranayake, Jagannathan Sarangapani

Mathematics and Statistics Faculty Research & Creative Works

In this paper, a multi-step dimension-reduction approach is proposed for addressing nonlinear relationships within attributes. In this work, the attributes in the data are first organized into groups. In each group, the dimensions are reduced via a parametric mapping that takes into account nonlinear relationships. Mapping parameters are estimated using a low rank singular value decomposition (SVD) of distance covariance. Subsequently, the attributes are reorganized into groups based on the magnitude of their respective singular values. The group-wise organization and the subsequent reduction process is performed for multiple steps until a singular value-based user-defined criterion is satisfied. Simulation analysis is …