Testing and Measuring Variable Interactions With Kernels

by Soumyajit De for Shogun Machine Learning Toolbox

Statistical tests for independence or equality measures, two fundamental tools in statistical data analysis, often play an important role in feature selection algorithms. In structured input domain, several kernel based measures result in such powerful tests. Many recent researches on this exhibit significant advantage over the others. This project aims at showcasing several such ideas under one modular framework along with demonstration and exploring further research opportunity in this domain.