Comparison Slice Inverse Regression Method with Machine Learning Techniques in Multivariate Data

Omar A. abd Alwahab^*1

¹Statistic Department, College of Administration and Economics, University of Diyala, Iraq

Abstract

In this study, the research aims to use some methods that deal with several independent variables with a dependent variable, where two methods were used to deal with, which is the method of slice inverse regression (SIR), which is considered a non-classical method, and two methods of machine learning, which is (TLBO, PSO), which is most popular of the teaching methods machine learning, the work of (SIR), (TLBO, PSO) is based on making reduced linear combinations of a partial set of the original explanatory variables, which may suffer from the problem of heterogeneity and the problem of multicollinearity between most of the explanatory variables. These new combinations of linear compounds resulting from the two methods will reduce the largest number of explanatory variables to reach one or more new dimensions called the effective dimension. The root mean square error criterion will be used to compare the two methods to indicate the preference of the methods.

Keywords: multivariate; Slice inverse regression; machine learning; Projection Pursuit