Mixed auxiliary variable separation and dimension reduction method based on independent subspace false neighboring point discrimination
An independent subspace and auxiliary variable technology, applied in the field of soft measurement, can solve the problem that the original feature space is difficult to original feature and reduce, and achieve the effect of reducing complexity, improving efficiency, and saving human, material and financial resources.
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[0047] Step 1: Assume that there is a stable inherent discriminant model in the data source: y=c 1 +c 2 x 4 +c 3 x 5 +ε, construct the independent variable matrix X=(x 1 , x 2 , x 3 , x4 , x 5 ), the sample size is 60 groups, as shown in Table 1. where x 4 , x 5 Satisfy the independent standard normal distribution, in this case c 1 =51,c 2 = 3,c 3 =4.
[0048] Table 1 Source signal parameters X
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[0051] Step 2: The method of discriminating false neighbors based on independent subspace is mainly based on ICA (Independent Components Analysis), with the help of FNN (False Nearest Neighbors) method to calculate n original auxiliary variables respectively weight value;
[0052] According to the source signal parameter matrix in Table 1, calculate x 1 , x 2 , x 3 , x 4 , x 5 The eigenvalues and eigenvectors of the covariance matrix, the results are shown in Table 2, and the cumulative contribution rate of λ is calculated according to the...
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