Determination of the Mahalanobis matrix using nonparametric noise estimations
Amaury Lendasse, Francesco Corona, Hao Jin, Nima Reyhani, Michel Verleysen · 2006
Abstract. In this paper, the problem of an optimal transformation of the input space for function approximation problems is addressed. The transformation is defined determining the Mahalanobis matrix that minimizes the variance of noise. To compute variance of the noise, a nonparametric estimator called the Delta Test paradigm is used. The proposed approach is illlustrated on two different benchmarks. 1