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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.

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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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