multiple output regression and feature subset selection
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I am trying to do a regression from a feature space (Nxp) (p>>N) to the same feature space (Nxp) but measured after a time period. So, it is a multiple output regression problem.
I would like to ask if anybody knows another function (rather than the mvregress) doing multiple output regression in Matlab (a non linear one) and a function or an algorithm for dimensionality reduction (feature subset selection preferably) for multiple output regression.
Could someone help me to this problem?
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ats
2016-10-11
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