Factor-analytic Inverse Regression for High-dimension, Small-sample Dimensionality Reduction

Aditi Jha, Michael J. Morais, Jonathan W. Pillow

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Sufficient dimension reduction (SDR) methods are a family of supervised methods for dimensionality reduction that seek to reduce dimensionality while preserving information about a target variable of interest. However, existing SDR methods typically require more observations than the number of dimensions (N > p). To overcome this limitation, we propose Class-conditional Factor Analytic Dimensions (CFAD), a model-based dimensionality reduction method for high-dimensional, small-sample data. We show that CFAD substantially outperforms existing SDR methods in the small-sample regime, and can be extended to incorporate prior information such as smoothness in the projection axes. We demonstrate the effectiveness of CFAD with an application to functional magnetic resonance imaging (fMRI) measurements during visual object recognition and working memory tasks, where it outperforms existing SDR and a variety of other dimensionality-reduction methods.

Original languageEnglish (US)
Title of host publicationProceedings of the 38th International Conference on Machine Learning, ICML 2021
PublisherML Research Press
Pages4850-4859
Number of pages10
ISBN (Electronic)9781713845065
StatePublished - 2021
Event38th International Conference on Machine Learning, ICML 2021 - Virtual, Online
Duration: Jul 18 2021Jul 24 2021

Publication series

NameProceedings of Machine Learning Research
Volume139
ISSN (Electronic)2640-3498

Conference

Conference38th International Conference on Machine Learning, ICML 2021
CityVirtual, Online
Period7/18/217/24/21

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

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