Online Sufficient Dimension Reduction Through Sliced Inverse Regression

Sliced inverse regression is an effective paradigm that achieves the goal of dimension reduction through replacing high dimensional covariates with a small number of linear combinations. It does not impose parametric assumptions on the dependence structure. More importantly, such a reduction of dimension is sufficient in that it does not cause loss of information. In this paper, we adapt the stationary sliced inverse regression to cope with the rapidly changing environments. We propose to implement sliced inverse regression in an online fashion. This online learner consists of two steps. In the first step we construct an online estimate for the kernel matrix; in the second step we propose two online algorithms, one is motivated by the perturbation method and the other is originated from the gradient descent optimization, to perform online singular value decomposition. The theoretical properties of this online learner are established. We demonstrate the numerical performance of this online learner through simulations and real world applications. All numerical studies confirm that this online learner performs as well as the batch learner.


  • 18-567.pdf

    size: 340 KB | mime_type: application/pdf | date: 2022-07-19 | sha256: 4aa9e23


Work Title Online Sufficient Dimension Reduction Through Sliced Inverse Regression
Open Access
  1. Zhanrui Cai
  2. Runze Li
  3. Liping Zhu
License In Copyright (Rights Reserved)
Work Type Article
  1. Journal of Machine Learning Research
Publication Date January 1, 2020
Deposited July 19, 2022




This resource is currently not in any collection.

Work History

Version 1

  • Created
  • Added 18-567.pdf
  • Added Creator Zhanrui Cai
  • Added Creator Runze Li
  • Added Creator Liping Zhu
  • Published