Invention Grant
- Patent Title: Space dilating two-way variable selection
- Patent Title (中): 空间扩展双向变量选择
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Application No.: US13935087Application Date: 2013-07-03
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Publication No.: US09400944B2Publication Date: 2016-07-26
- Inventor: Brian Oneal Miles , Dan Kelly
- Applicant: SAS Institute Inc.
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Agency: Bell & Manning, LLC
- Main IPC: G06K9/62
- IPC: G06K9/62 ; G06F17/18 ; G06F17/30

Abstract:
A method of identifying a set of parameters representative of a data set is provided. An eigen decomposition of a covariance matrix is calculated to form a decomposed matrix and an eigenvalue vector. The covariance matrix is calculated for a matrix of data including a plurality of data values for each of a plurality of parameters. The decomposed matrix includes a number of eigenvectors equal to a number of the plurality of parameters with each eigenvector including a coefficient for each parameter. The eigenvalue vector includes an eigenvalue defined for each eigenvector. A first matrix is created by rank ordering the coefficient within each parameter of the plurality of parameters for each of the plurality of parameters. A score is determined for each parameter using the created first matrix and the eigenvalue vector. A parameter set is identified based on the determined score for each parameter.
Public/Granted literature
- US20140258352A1 SPACE DILATING TWO-WAY VARIABLE SELECTION Public/Granted day:2014-09-11
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