US Patent 11449743 Dimensionality reduction for statistical modeling

Methods and a system for generating and employing dimensionality-reduction for generating statistical models. Traditionally, constructing models used for statistical analysis has been a laborious process requiring significant amounts of analyst input and processing time. Embodiments of the inventions address the above problem by providing an efficient method for pre-screening variable to automatically prune the dimensionality of the input space to a tractable size while retaining the most predictive power possible.