Replacing "mean" with the "covariance" as the summarization function in the profiling has recently shown to be advantageous. Would be nice to implement this and use random projections to make it scalable to handle high number of features efficiently.
114 implements this - original implementation was by @mrohban in #100, which I refactored. #114 does not have random projections. I have created a separate issue for that #115
Replacing "mean" with the "covariance" as the summarization function in the profiling has recently shown to be advantageous. Would be nice to implement this and use random projections to make it scalable to handle high number of features efficiently.