mlpack::data::PCAWhitening Class Reference

A simple PCAWhitening class. More...

#include <pca_whitening.hpp>

Public Member Functions
	PCAWhitening (double eps=0.00005)
	A constructor to set 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	Transform (const MatType &input, MatType &output)
	Function for PCA whitening. 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.
const arma::vec &	EigenValues () const
	Get the eigenvalues vector.
const arma::mat &	EigenVectors () const
	Get the eigenvector.
const double &	Epsilon () const
	Get the regularization parameter.
template<typename Archive >
void	serialize (Archive &ar, const uint32_t)

Detailed Description

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/

arma::mat input;
Load("train.csv", input);
arma::mat output;

// Fit the features.
PCAWhitening scale;
scale.Fit(input)

// Scale the features.
scale.Transform(input, output);

// Retransform the input.
scale.InverseTransform(output, input);

Constructor & Destructor Documentation

PCAWhitening()

mlpack::data::PCAWhitening::PCAWhitening ( double  eps = 0.00005 )

inline

A constructor to set the regularization parameter.

Parameters

eps	Regularization parameter.

Member Function Documentation

Fit()

template<typename MatType >

void mlpack::data::PCAWhitening::Fit ( const MatType &  input )

inline

Function to fit features, to find out the min max and scale.

Parameters

input

Dataset to fit.

InverseTransform()

template<typename MatType >

void mlpack::data::PCAWhitening::InverseTransform ( const MatType &  input, MatType &  output  )

inline

Function to retrieve original dataset.

Parameters

input	Scaled dataset.
output	Output matrix with original Dataset.

Transform()

template<typename MatType >

void mlpack::data::PCAWhitening::Transform ( const MatType &  input, MatType &  output  )

inline

Function for PCA whitening.

Parameters

input	Dataset to scale features.
output	Output matrix with whitened features.

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

• src/mlpack/core/data/scaler_methods/pca_whitening.hpp