Detailed Description

Principal Component Analysis. (Computes the principal components about the mean of the data when you call train. The transformed (reduced-dimensional) data will have a mean about the origin.)

#include <GTransform.h>

Inheritance diagram for GClasses::GPCA:

Public Member Functions
	GPCA (size_t targetDims)

	GPCA (const GDomNode *pNode)
	Load from a DOM. More...

virtual	~GPCA ()

void	aboutOrigin ()
	Specify to compute the principal components about the origin (instead of computing them about the mean). More...

GMatrix *	basis ()
	Returns the matrix of basis vectors. Row 0 is the first principal component, row 1 is the second principal component, and so forth. More...

GVec &	centroid ()
	Returns the centroid about which the principal components were calculated. More...

GMatrix *	components ()
	Returns a dataset where the first row is the centroid, and the remaining rows are the principal component vectors in order of decreasing eigenvalue. More...

void	computeEigVals ()
	Specify to compute the eigenvalues during training. This method must be called before train is called. More...

GVec &	eigVals ()
	Returns the eigenvalues. Returns NULL if computeEigVals was not called. More...

GRand &	rand ()
	Returns a reference to the pseudo-random number generator used by this object. More...

virtual GDomNode *	serialize (GDom *pDoc) const
	Marshal this object into a DOM, which can then be converted to a variety of serial formats. More...

size_t	targetDims ()
	Returns the number of principal components that it will find. More...

virtual void	transform (const GVec &in, GVec &out)
	See the comment for GIncrementalTransform::transform. Projects the specified point into fewer dimensions. More...

virtual void	untransform (const GVec &in, GVec &out)
	Computes a (lossy) high-dimensional point that corresponds with the specified low-dimensional coordinates. More...

virtual void	untransformToDistribution (const GVec &in, GPrediction *pOut)
	See the comment for GIncrementalTransform::untransformToDistribution. More...

Public Member Functions inherited from GClasses::GIncrementalTransform
	GIncrementalTransform ()

	GIncrementalTransform (const GDomNode *pNode)

virtual	~GIncrementalTransform ()

const GRelation &	after () const
	Returns a relation object describing the data after it is transformed. More...

const GRelation &	before () const
	Returns a relation object describing the data before it is transformed. More...

GVec &	innerBuf ()
	Returns a buffer of sufficient size to store an inner (transformed) vector. The caller should not to delete the buffer. The same buffer will be returned each time. More...

virtual GMatrix *	reduce (const GMatrix &in)
	This calls train, then calls transformBatch, and returns the result. More...

void	setAfter (GRelation *pRel)
	Sets the after relation. Takes ownership of pRel. More...

void	setBefore (GRelation *pRel)
	Sets the before relation. Takes ownership of pRel. More...

void	train (const GMatrix &data)
	Trains the transform on the data in pData. (This method may be a no-op for transformations that always behave in the same manner.) More...

void	train (const GRelation &pRelation)
	"Trains" the transform without any data. More...

virtual GMatrix *	transformBatch (const GMatrix &in)
	This assumes that train has already been called, and transforms all the rows in in returning the resulting matrix. The caller is responsible for deleting the new matrix. More...

virtual std::unique_ptr< GMatrix >	untransformBatch (const GMatrix &in)
	This assumes train was previously called, and untransforms all the rows in pIn and returns the results. More...

Public Member Functions inherited from GClasses::GTransform
	GTransform ()

	GTransform (const GDomNode *pNode)

virtual	~GTransform ()

Protected Member Functions
virtual GRelation *	trainInner (const GMatrix &data)
	See the comment for GIncrementalTransform::train. More...

virtual GRelation *	trainInner (const GRelation &relation)
	Throws an exception (because this transform cannot be trained without data) More...

Protected Member Functions inherited from GClasses::GIncrementalTransform
virtual GDomNode *	baseDomNode (GDom pDoc, const char szClassName) const
	Child classes should use this in their implementation of serialize. More...

Protected Attributes
bool	m_aboutOrigin

GVec	m_eigVals

GMatrix *	m_pBasisVectors

GMatrix *	m_pCentroid

GRand	m_rand

size_t	m_targetDims

Additional Inherited Members
Static Public Member Functions inherited from GClasses::GIncrementalTransform
static void	test ()
	Performs unit tests for this class. Throws an exception if there is a failure. More...

Constructor & Destructor Documentation

GClasses::GPCA::GPCA ( size_t targetDims )

GClasses::GPCA::GPCA ( const GDomNode * pNode )

Load from a DOM.

virtual GClasses::GPCA::~GPCA ( )

virtual

Member Function Documentation

void GClasses::GPCA::aboutOrigin ( )

inline

Specify to compute the principal components about the origin (instead of computing them about the mean).

GMatrix* GClasses::GPCA::basis ( )

inline

Returns the matrix of basis vectors. Row 0 is the first principal component, row 1 is the second principal component, and so forth.

GVec& GClasses::GPCA::centroid ( )

inline

Returns the centroid about which the principal components were calculated.

GMatrix* GClasses::GPCA::components ( )

inline

Returns a dataset where the first row is the centroid, and the remaining rows are the principal component vectors in order of decreasing eigenvalue.

void GClasses::GPCA::computeEigVals ( )

Specify to compute the eigenvalues during training. This method must be called before train is called.

GVec& GClasses::GPCA::eigVals ( )

inline

Returns the eigenvalues. Returns NULL if computeEigVals was not called.

GRand& GClasses::GPCA::rand ( )

inline

Returns a reference to the pseudo-random number generator used by this object.

virtual GDomNode* GClasses::GPCA::serialize ( GDom * pDoc ) const

virtual

Marshal this object into a DOM, which can then be converted to a variety of serial formats.

Implements GClasses::GIncrementalTransform.

size_t GClasses::GPCA::targetDims ( )

inline

Returns the number of principal components that it will find.

virtual GRelation* GClasses::GPCA::trainInner ( const GMatrix & data )

protectedvirtual

See the comment for GIncrementalTransform::train.

Implements GClasses::GIncrementalTransform.

virtual GRelation* GClasses::GPCA::trainInner ( const GRelation & relation )

protectedvirtual

Throws an exception (because this transform cannot be trained without data)

Implements GClasses::GIncrementalTransform.

virtual void GClasses::GPCA::transform	(	const GVec &	in,
		GVec &	out
	)

virtual

See the comment for GIncrementalTransform::transform. Projects the specified point into fewer dimensions.

Implements GClasses::GIncrementalTransform.

virtual void GClasses::GPCA::untransform	(	const GVec &	in,
		GVec &	out
	)

virtual

Computes a (lossy) high-dimensional point that corresponds with the specified low-dimensional coordinates.

Implements GClasses::GIncrementalTransform.

virtual void GClasses::GPCA::untransformToDistribution	(	const GVec &	in,
		GPrediction *	pOut
	)

virtual

See the comment for GIncrementalTransform::untransformToDistribution.

Implements GClasses::GIncrementalTransform.

Member Data Documentation

bool GClasses::GPCA::m_aboutOrigin

protected

GVec GClasses::GPCA::m_eigVals

protected

GMatrix* GClasses::GPCA::m_pBasisVectors

protected

GMatrix* GClasses::GPCA::m_pCentroid

protected

GRand GClasses::GPCA::m_rand

protected

size_t GClasses::GPCA::m_targetDims

protected

Detailed Description

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation