Estimation of gradients and coordinate covariation in classification

Posted in Science on September 19, 2008


Estimation of gradients and coordinate covariation in classification

We introduce an algorithm that simultaneously estimates a classification function as well as its gradient in the supervised learning framework. The motivation for the algorithm is to find salient variables and estimate how they covary. An efficient implementation with respect to both memory and time is given.

Author: Sayan Mukherjee, Duke University

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