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Another approach is to create a synthetic joint distribution by combining the marginal distributions independently and train a random forest classifier to disti
by david_draco 3y ago
Another approach is to create a synthetic joint distribution by combining the marginal distributions independently and train a random forest classifier to distinguish the synthetic joint from the real joint. If the classifier is unable, the distributions are uncorrelated. https://arxiv.org/abs/1611.07526 https://arxiv.org/abs/1611.07526
- eigenvalue 3y agoVery cool, I’ve never heard of this before but it makes a lot of sense. I’ll have to try this out and compare how it does on some challenging data sets.