Choose kernel, find gradient, proceed with above
algorithm to find weights
• Throw away lowest weighted dimension(s) after
gradient descent finds minimum, repeat until you
have specified number of dimensions left
– E.g. You have 123 dimensions (41 average X Y Z
coordinates of person’s joints) for walking/running
classification. You want to reduce to 6 (maybe these
will be the X Y Z coordinates of both ankles)
– Throw away worst 2 dimensions after each run of
algorithm until you have desired number left