The algorithms presented in this chapter are greatly inspired by the paper “Forward Selection Component Analysis: Algorithms and Applications” by Luca Puggini and Sean McLoone, published in IEEE Transactions on Pattern Analysis and Machine Intelligence, December 2017, and widely available for free download on various Internet sites (just search). However, I have made several small modifications that I believe make it somewhat more practical for real-life applications. The code for a subroutine that performs all of these algorithms is in the file FSCA.CPP. ...
2. Forward Selection Component Analysis
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