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FastEMC is a method for dimensionality reduction.

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FastEMC

Fast Exponential Monte Carlo

FastEMC is a modified version of exponential Monte Carlo. FastEMC takes class features and labels as input, and returns a list of scores and a list of selected features. The score is based on logistic regression. Two logistic regression classifiers are used:

  1. a fast classifier with limited training,
  2. and a slow classifier with full training.

The fast classifier is used to explore feature space rapidly. Features are occasionaly compared using the slow classifier.

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