Projection pursuit based on Gaussian mixtures and evolutionary algorithms

• URL: http://arxiv.org/abs/1912.12049v1
• Date: Fri, 27 Dec 2019 10:25:41 GMT
• Title: Projection pursuit based on Gaussian mixtures and evolutionary algorithms
• Authors: Luca Scrucca and Alessio Serafini
• Abstract summary: We propose a projection pursuit (PP) algorithm based on Gaussian mixture models (GMMs) We show that this semi-parametric approach to PP is flexible and allows highly informative structures to be detected. The performance of the proposed approach is shown on both artificial and real datasets.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We propose a projection pursuit (PP) algorithm based on Gaussian mixture models (GMMs). The negentropy obtained from a multivariate density estimated by GMMs is adopted as the PP index to be maximised. For a fixed dimension of the projection subspace, the GMM-based density estimation is projected onto that subspace, where an approximation of the negentropy for Gaussian mixtures is computed. Then, Genetic Algorithms (GAs) are used to find the optimal, orthogonal projection basis by maximising the former approximation. We show that this semi-parametric approach to PP is flexible and allows highly informative structures to be detected, by projecting multivariate datasets onto a subspace, where the data can be feasibly visualised. The performance of the proposed approach is shown on both artificial and real datasets.

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