random projection trick
aab3238922bcc25a6f606eb525ffdc56-Reviews.html
The paper introduces a new method called RDC to measure the statistical dependence between random variables. It combines a copula transform to a variant of kernel CCA using random projections, resulting in a O(n log n) complexity. Results on synthetic and real benchmark data show promising results for feature selection. The paper is overall clear and pleasant to read. The good experimental results and simplicity of implementation suggest that the proposed method may be useful in complement to other existing methods.