This repository contains Matlab implementation of the algorithm proposed in "Bayesian Supervised Dimensionality Reduction", which is appearing in IEEE Transactions on Cybernetics. demo.m file shows how to use the algorithm. BSDR methods ------------ * bsdr_supervised_multiclass_classification_variational_train.m => training procedure * bsdr_supervised_multiclass_classification_variational_test.m => test procedure If you use the algorithm implemented in this repository, please cite the following paper: Mehmet Gonen. Bayesian Supervised Dimensionality Reduction. IEEE Transactions on Cybernetics, 43(6):2179-2189, 2013.