An algorithm for computing principal points with respect to a loss function in the unidimensional case
Tóm tắt
In Flury (1990) the k principal points of a random vector X are defned as the points p(1),..., p(k) minimizing E∥X−p(i)∥2; i=1,..., k. We extend this concept to that of k principal points with respect to a loss function L, and present an algorithm for their computation in the univariate case.
Tài liệu tham khảo
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