In the context of binary classification with continuous predictors, we proove two properties concerning the connections between Partial Least Squares (PLS) dimension reduction and between-group PCA, and between linear discriminant analysis and between-group PCA. Such methods are of great...

The Gini gain is one of the most common variable selection criteria in machine learning. We derive the exact distribution of the maximally selected Gini gain in the context of binary classification using continuous predictors by means of a combinatorial approach. This distribution provides a...