search

sigvaldm / localreg

Multivariate Local Polynomial Regression and Radial Basis Function Regression
GNU Lesser General Public License v3.0
46 stars 4 forks source link

Transform data according to PCA #9

Open sigvaldm opened 3 years ago

sigvaldm commented 3 years ago

One could have a function or class before using e.g. multivariate local regression to change the axes of the data using PCA, and then scale them to have unit standard deviation along each axis. There should be some rather transparent way to rotate the data back. This could also replace the method that is today built into RBFnet (just scaling each axis without any transformation first).

sigvaldm commented 3 years ago

Another alternative is to try using a bandwidth matrix like in multivariate kernel density estimation.