Return components/latent factors that explain the most multivariate mutual information in the data under Linear Gaussian model. For comparison, PCA returns components explaining the most variance in the data.
Corex featurization and modeling primitives for D3M envrionments
Featurization: (featurization with information regularization for continuous data (linear Gaussian model) and text (similar to LDA)) Corex continuous Corex text
Regression: (echo provides mutual information regularization: linear regression and neural network modeling primitives provided) EchoLinear EchoRegression EchoClassification
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