Linear Optimal Low Rank Projections (LOL)

LOL is a robust and powerful for learning lower-dimensional representation in high-dimensional, low sample size setting.

Currently available in R and Python. Both packages are currently supported for Linux, MacOS and Windows.

LOL is commercial open-source software and released under Apache-2.0 License.

Publications
  1. J. T. Vogelstein, M. Tang, D. Zheng, R. Burns, and M. Maggioni. Linear Optimal Low Rank Projection Provably Outperforms Principal Components Analysis in High-Dimensional Multi-Class Data. arXiv, 2018.