OpenANN::PCA Class Reference

Principal component analysis. More...

#include <PCA.h>

Inheritance diagram for OpenANN::PCA:

Public Member Functions
	PCA (int components, bool whiten=true)
	Create PCA. More...
virtual Transformer &	fit (const Eigen::MatrixXd &X)
	Fit transformation according to training set X. More...
virtual Eigen::MatrixXd	transform (const Eigen::MatrixXd &X)
	Transform the data. More...
Eigen::VectorXd	explainedVarianceRatio ()
	Get the ratio of explained variance for each transformed feature. More...
Public Member Functions inherited from OpenANN::Transformer
virtual	~Transformer ()
virtual Transformer &	fitPartial (const Eigen::MatrixXd &X)
	Fit transformation according to subset of the training set X. More...

Detailed Description

Principal component analysis.

Constructor & Destructor Documentation

OpenANN::PCA::PCA	(	int	components,
		bool	whiten = true
	)

Create PCA.

Parameters

components	number of dimensions after transformation
whiten	outputs should have variance 1

Member Function Documentation

Eigen::VectorXd OpenANN::PCA::explainedVarianceRatio

(

)

Get the ratio of explained variance for each transformed feature.

Returns

explaned variance ratio, must be within [0, 1] and sum up to 1 for all features (including discarded features)

virtual Transformer& OpenANN::PCA::fit ( const Eigen::MatrixXd &  X)

virtual

Fit transformation according to training set X.

Parameters

X	each row represents an instance

Returns

this for chaining

Implements OpenANN::Transformer.

virtual Eigen::MatrixXd OpenANN::PCA::transform ( const Eigen::MatrixXd &  X)

virtual

Transform the data.

Parameters

X	each row represents an instance

Returns

transformed data

Implements OpenANN::Transformer.

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

• OpenANN/PCA.h