Detailed Description

Preprocessor PCACut performs principial component analysis on the input vectors and keeps only the n eigenvectors with eigenvalues above a certain threshold.

On preprocessing the stored covariance matrix is used to project vectors into eigenspace only returning vectors of reduced dimension n. Optional whitening is performed.

This is only useful if the dimensionality of the data is rather low, as the covariance matrix is of size num_feat*num_feat. Note that vectors don't have to have zero mean as it is substracted.

Definition at line 48 of file PCA.h.

Inheritance diagram for CPCA:

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Public Member Functions
	CPCA (bool do_whitening=false, EPCAMode mode=FIXED_NUMBER, float64_t thresh=1e-6)

virtual	~CPCA ()

virtual bool	init (CFeatures *features)

virtual void	cleanup ()

virtual SGMatrix< float64_t >	apply_to_feature_matrix (CFeatures *features)

virtual SGVector< float64_t >	apply_to_feature_vector (SGVector< float64_t > vector)

SGMatrix< float64_t >	get_transformation_matrix ()

SGVector< float64_t >	get_eigenvalues ()

SGVector< float64_t >	get_mean ()

virtual const char *	get_name () const

virtual EPreprocessorType	get_type () const

Public Member Functions inherited from CDimensionReductionPreprocessor
	CDimensionReductionPreprocessor ()

	CDimensionReductionPreprocessor (CEmbeddingConverter *converter)

virtual	~CDimensionReductionPreprocessor ()

void	set_target_dim (int32_t dim)

int32_t	get_target_dim () const

void	set_distance (CDistance *distance)

CDistance *	get_distance () const

void	set_kernel (CKernel *kernel)

CKernel *	get_kernel () const

Public Member Functions inherited from CSimplePreprocessor< float64_t >
	CSimplePreprocessor ()

virtual EFeatureClass	get_feature_class ()
	return that we are simple features (just fixed size matrices) More...

virtual EFeatureType	get_feature_type ()
	return feature type More...

Public Member Functions inherited from CPreprocessor
	CPreprocessor ()

virtual	~CPreprocessor ()

Public Member Functions inherited from CSGObject
	CSGObject ()

	CSGObject (const CSGObject &orig)

virtual	~CSGObject ()

virtual bool	is_generic (EPrimitiveType *generic) const

template<class T >
void	set_generic ()

void	unset_generic ()

virtual void	print_serializable (const char *prefix="")

virtual bool	save_serializable (CSerializableFile file, const char prefix="")

virtual bool	load_serializable (CSerializableFile file, const char prefix="")

void	set_global_io (SGIO *io)

SGIO *	get_global_io ()

void	set_global_parallel (Parallel *parallel)

Parallel *	get_global_parallel ()

void	set_global_version (Version *version)

Version *	get_global_version ()

SGVector< char * >	get_modelsel_names ()

char *	get_modsel_param_descr (const char *param_name)

index_t	get_modsel_param_index (const char *param_name)

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

Protected Member Functions
void	init ()

Protected Member Functions inherited from CDimensionReductionPreprocessor
void	init ()

Protected Member Functions inherited from CSGObject
virtual void	load_serializable_pre () throw (ShogunException)

virtual void	load_serializable_post () throw (ShogunException)

virtual void	save_serializable_pre () throw (ShogunException)

virtual void	save_serializable_post () throw (ShogunException)

Protected Attributes
SGMatrix< float64_t >	m_transformation_matrix

int32_t	num_dim

int32_t	num_old_dim

SGVector< float64_t >	m_mean_vector

SGVector< float64_t >	m_eigenvalues_vector

bool	m_initialized

bool	m_whitening

EPCAMode	m_mode

float64_t	thresh

Protected Attributes inherited from CDimensionReductionPreprocessor
int32_t	m_target_dim

CDistance *	m_distance

CKernel *	m_kernel

CEmbeddingConverter *	m_converter

Additional Inherited Members
Public Attributes inherited from CSGObject
SGIO *	io

Parallel *	parallel

Version *	version

Parameter *	m_parameters

Parameter *	m_model_selection_parameters

Constructor & Destructor Documentation

CPCA	(	bool	do_whitening = `false`,
		EPCAMode	mode = `FIXED_NUMBER`,
		float64_t	thresh = `1e-6`
	)

constructor

Parameters

do_whitening	do whitening
mode	mode of pca
thresh	threshold

Definition at line 27 of file PCA.cpp.

~CPCA ( )

virtual

destructor

Definition at line 57 of file PCA.cpp.

Member Function Documentation

SGMatrix< float64_t > apply_to_feature_matrix ( CFeatures * features )

virtual

apply preprocessor to feature matrix

Parameters

features features

Returns: processed feature matrix

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 187 of file PCA.cpp.

SGVector< float64_t > apply_to_feature_vector ( SGVector< float64_t > vector )

virtual

apply preprocessor to feature vector

Parameters

vector feature vector

Returns: processed feature vector

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 230 of file PCA.cpp.

void cleanup ( )

virtual

cleanup

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 180 of file PCA.cpp.

SGVector< float64_t > get_eigenvalues ( )

get eigenvalues of PCA

Definition at line 253 of file PCA.cpp.

SGVector< float64_t > get_mean ( )

get mean vector of original data

Definition at line 258 of file PCA.cpp.

virtual const char* get_name ( ) const

virtual

Returns: object name

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 96 of file PCA.h.

SGMatrix< float64_t > get_transformation_matrix ( )

get transformation matrix, i.e. eigenvectors (potentially scaled if do_whitening is true)

Definition at line 248 of file PCA.cpp.

virtual EPreprocessorType get_type ( ) const

virtual

Returns: a type of preprocessor

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 99 of file PCA.h.

bool init ( CFeatures * features )

virtual

initialize preprocessor from features

Parameters

features

Reimplemented from CDimensionReductionPreprocessor.

Definition at line 64 of file PCA.cpp.

void init ( )

protected

Definition at line 34 of file PCA.cpp.

Member Data Documentation

SGVector<float64_t> m_eigenvalues_vector

protected

eigenvalues vector

Definition at line 116 of file PCA.h.

bool m_initialized

protected

initialized

Definition at line 118 of file PCA.h.

SGVector<float64_t> m_mean_vector

protected

mean vector

Definition at line 114 of file PCA.h.

EPCAMode m_mode

protected

PCA mode

Definition at line 122 of file PCA.h.

SGMatrix<float64_t> m_transformation_matrix

protected

transformation matrix

Definition at line 108 of file PCA.h.

bool m_whitening

protected

whitening

Definition at line 120 of file PCA.h.

int32_t num_dim

protected

num dim

Definition at line 110 of file PCA.h.

int32_t num_old_dim

protected

num old dim

Definition at line 112 of file PCA.h.

float64_t thresh

protected

thresh

Definition at line 124 of file PCA.h.

The documentation for this class was generated from the following files:

Detailed Description

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation