A simple PCAWhitening class. More...
Public Member Functions | |
PCAWhitening (double eps=0.00005) | |
A constructor to set the regularization parameter. More... | |
const arma::vec & | EigenValues () const |
Get the eigenvalues vector. More... | |
const arma::mat & | EigenVectors () const |
Get the eigenvector. More... | |
const double & | Epsilon () const |
Get the regularization parameter. More... | |
template < typename MatType > | |
void | Fit (const MatType &input) |
Function to fit features, to find out the min max and scale. More... | |
template < typename MatType > | |
void | InverseTransform (const MatType &input, MatType &output) |
Function to retrieve original dataset. More... | |
const arma::vec & | ItemMean () const |
Get the mean row vector. More... | |
template < typename Archive > | |
void | serialize (Archive &ar, const unsigned int) |
template < typename MatType > | |
void | Transform (const MatType &input, MatType &output) |
Function for PCA whitening. More... | |
A simple PCAWhitening class.
Whitens a matrix using the eigendecomposition of the covariance matrix. Whitening means the covariance matrix of the result is the identity matrix.
For whitening related formula and more info, check the link below. http://ufldl.stanford.edu/tutorial/unsupervised/PCAWhitening/
Definition at line 46 of file pca_whitening.hpp.
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A constructor to set the regularization parameter.
eps | Regularization parameter. |
Definition at line 54 of file pca_whitening.hpp.
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Get the eigenvalues vector.
Definition at line 116 of file pca_whitening.hpp.
Referenced by ZCAWhitening::EigenValues(), and ZCAWhitening::InverseTransform().
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Get the eigenvector.
Definition at line 118 of file pca_whitening.hpp.
Referenced by ZCAWhitening::EigenVectors(), ZCAWhitening::InverseTransform(), and ZCAWhitening::Transform().
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Get the regularization parameter.
Definition at line 120 of file pca_whitening.hpp.
Referenced by ZCAWhitening::Epsilon().
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Function to fit features, to find out the min max and scale.
input | Dataset to fit. |
Definition at line 70 of file pca_whitening.hpp.
References mlpack::math::ColumnCovariance().
Referenced by ZCAWhitening::Fit().
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Function to retrieve original dataset.
input | Scaled dataset. |
output | Output matrix with original Dataset. |
Definition at line 106 of file pca_whitening.hpp.
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Get the mean row vector.
Definition at line 114 of file pca_whitening.hpp.
Referenced by ZCAWhitening::InverseTransform(), and ZCAWhitening::ItemMean().
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Definition at line 123 of file pca_whitening.hpp.
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Function for PCA whitening.
input | Dataset to scale features. |
output | Output matrix with whitened features. |
Definition at line 86 of file pca_whitening.hpp.
Referenced by ZCAWhitening::Transform().