We aimed to provide a resampling protocol for dimensional reduction resulting a few latent variables. The applicability focuses on but not limited for developing a machine learning prediction model in order to improve the number of sample size in relative to the number of candidate predictors. By this feature representation technique, one can improve generalization by preventing latent variables to overfit data used to conduct the dimensional reduction. However, this technique may warrant more computational capacity and time to conduct the procedure. The key stages consisted of derivation of latent variables from multiple resampling subsets, parameter estimation of latent variables in population, and selection of latent variables transformed by the estimated parameters.

Figure 1
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Posted 13 Oct, 2021
Posted 13 Oct, 2021
We aimed to provide a resampling protocol for dimensional reduction resulting a few latent variables. The applicability focuses on but not limited for developing a machine learning prediction model in order to improve the number of sample size in relative to the number of candidate predictors. By this feature representation technique, one can improve generalization by preventing latent variables to overfit data used to conduct the dimensional reduction. However, this technique may warrant more computational capacity and time to conduct the procedure. The key stages consisted of derivation of latent variables from multiple resampling subsets, parameter estimation of latent variables in population, and selection of latent variables transformed by the estimated parameters.

Figure 1
This is a list of supplementary files associated with this preprint. Click to download.
Supplementary information for source code description
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