sklearn - Dimensionality reduction

参考:

1、http://scikit-learn.org/stable/

2、http://scikit-learn.org/stable/modules/decomposition.html#decompositions



2.5. Decomposing signals in components (matrix factorization problems)


2.5.1. Principal component analysis (PCA)

2.5.1.1. Exact PCA and probabilistic interpretation

PCA用于分解解释最大量方差的一组连续正交分量中的多变量数据集。 在scikit-learn中,PCA被实现为一个变压器对象,它可以在其拟合方法中学习n个组件,并且可以使用新数据来投影这些组件。


可选参数whiten=True使得可以将数据投影到单个空间上,同时将每个组件缩放到单位方差。 如果下游模型对信号的各向同性作出强烈的假设,这通常是有用的:例如,具有RBF内核和K-Means聚类算法的支持向量机的情况。


以下是 iris 数据集的一个例子,它由4个特征组成,它们在二维上预测出可解释大多数方差:



PCA对象还提供了PCA的概率解释,可以根据其解释的方差量给出数据的可能性。 因此,它实现了可用于交叉验证的分数方法:


Examples:

  • Comparison of LDA and PCA 2D projection of Iris dataset
  • Model selection with Probabilistic PCA and Factor Analysis (FA)

Comparison of LDA and PCA 2D projection of Iris dataset


应用于此数据的主成分分析(PCA)标识了数据中最大差异的属性(主要组分或特征空间中的方向)的组合。 这里我们绘制2个第一主成分的不同样本。
线性判别分析(LDA)尝试识别考虑类之间差异最大的属性。 特别地,LDA与PCA相反,是使用已知类标签的监督方法。

print(__doc__)

import matplotlib.pyplot as plt

from sklearn import datasets
from sklearn.decomposition import PCA
from sklearn.discriminant_analysis import LinearDiscriminantAnalysis

iris = datasets.load_iris()

X = iris.data
y = iris.target
target_names = iris.target_names

pca = PCA(n_components=2)
X_r = pca.fit(X).transform(X)

lda = LinearDiscriminantAnalysis(n_components=2)
X_r2 = lda.fit(X, y).transform(X)

# Percentage of variance explained for each components
print('explained variance ratio (first two components): %s'
      % str(pca.explained_variance_ratio_))

plt.figure()
colors = ['navy', 'turquoise', 'darkorange']
lw = 2

for color, i, target_name in zip(colors, [0, 1, 2], target_names):
    plt.scatter(X_r[y == i, 0], X_r[y == i, 1], color=color, alpha=.8, lw=lw,
                label=target_name)
plt.legend(loc='best', shadow=False, scatterpoints=1)
plt.title('PCA of IRIS dataset')

plt.figure()
for color, i, target_name in zip(colors, [0, 1, 2], target_names):
    plt.scatter(X_r2[y == i, 0], X_r2[y == i, 1], alpha=.8, color=color,
                label=target_name)
plt.legend(loc='best', shadow=False, scatterpoints=1)
plt.title('LDA of IRIS dataset')

plt.show()



Model selection with Probabilistic PCA and Factor Analysis (FA)


# Authors: Alexandre Gramfort
#          Denis A. Engemann
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt
from scipy import linalg

from sklearn.decomposition import PCA, FactorAnalysis
from sklearn.covariance import ShrunkCovariance, LedoitWolf
from sklearn.model_selection import cross_val_score
from sklearn.model_selection import GridSearchCV

print(__doc__)

# #############################################################################
# Create the data

n_samples, n_features, rank = 1000, 50, 10
sigma = 1.
rng = np.random.RandomState(42)
U, _, _ = linalg.svd(rng.randn(n_features, n_features))
X = np.dot(rng.randn(n_samples, rank), U[:, :rank].T)

# Adding homoscedastic noise
X_homo = X + sigma * rng.randn(n_samples, n_features)

# Adding heteroscedastic noise
sigmas = sigma * rng.rand(n_features) + sigma / 2.
X_hetero = X + rng.randn(n_samples, n_features) * sigmas

# #############################################################################
# Fit the models

n_components = np.arange(0, n_features, 5)  # options for n_components


def compute_scores(X):
    pca = PCA(svd_solver='full')
    fa = FactorAnalysis()

    pca_scores, fa_scores = [], []
    for n in n_components:
        pca.n_components = n
        fa.n_components = n
        pca_scores.append(np.mean(cross_val_score(pca, X)))
        fa_scores.append(np.mean(cross_val_score(fa, X)))

    return pca_scores, fa_scores


def shrunk_cov_score(X):
    shrinkages = np.logspace(-2, 0, 30)
    cv = GridSearchCV(ShrunkCovariance(), {'shrinkage': shrinkages})
    return np.mean(cross_val_score(cv.fit(X).best_estimator_, X))


def lw_score(X):
    return np.mean(cross_val_score(LedoitWolf(), X))


for X, title in [(X_homo, 'Homoscedastic Noise'),
                 (X_hetero, 'Heteroscedastic Noise')]:
    pca_scores, fa_scores = compute_scores(X)
    n_components_pca = n_components[np.argmax(pca_scores)]
    n_components_fa = n_components[np.argmax(fa_scores)]

    pca = PCA(svd_solver='full', n_components='mle')
    pca.fit(X)
    n_components_pca_mle = pca.n_components_

    print("best n_components by PCA CV = %d" % n_components_pca)
    print("best n_components by FactorAnalysis CV = %d" % n_components_fa)
    print("best n_components by PCA MLE = %d" % n_components_pca_mle)

    plt.figure()
    plt.plot(n_components, pca_scores, 'b', label='PCA scores')
    plt.plot(n_components, fa_scores, 'r', label='FA scores')
    plt.axvline(rank, color='g', label='TRUTH: %d' % rank, linestyle='-')
    plt.axvline(n_components_pca, color='b',
                label='PCA CV: %d' % n_components_pca, linestyle='--')
    plt.axvline(n_components_fa, color='r',
                label='FactorAnalysis CV: %d' % n_components_fa,
                linestyle='--')
    plt.axvline(n_components_pca_mle, color='k',
                label='PCA MLE: %d' % n_components_pca_mle, linestyle='--')

    # compare with other covariance estimators
    plt.axhline(shrunk_cov_score(X), color='violet',
                label='Shrunk Covariance MLE', linestyle='-.')
    plt.axhline(lw_score(X), color='orange',
                label='LedoitWolf MLE' % n_components_pca_mle, linestyle='-.')

    plt.xlabel('nb of components')
    plt.ylabel('CV scores')
    plt.legend(loc='lower right')
    plt.title(title)

plt.show()


2.5.1.2. Incremental PCA

PCA对象非常有用,但对大型数据集有一定限制。 最大的限制是PCA只支持批处理,这意味着要处理的所有数据必须适合主内存。  IncrementalPCA对象使用不同的处理形式,并允许部分计算几乎完全匹配PCA的结果,同时以迷你形式处理数据。 IncrementalPCA使得可以通过以下方式实现核心主成分分析:
对于从本地硬盘驱动器或网络数据库顺序提取的数据块,使用partial_fit方法。
使用numpy.memmap在内存映射文件上调用其拟合方法。

IncrementalPCA仅存储组件和噪声方差的估计,按顺序更新explained_variance_ratio_。 这就是为什么内存使用取决于每个批次的样本数,而不是数据集中要处理的样本数。


Examples:

  • Incremental PCA

print(__doc__)

# Authors: Kyle Kastner
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt

from sklearn.datasets import load_iris
from sklearn.decomposition import PCA, IncrementalPCA

iris = load_iris()
X = iris.data
y = iris.target

n_components = 2
ipca = IncrementalPCA(n_components=n_components, batch_size=10)
X_ipca = ipca.fit_transform(X)

pca = PCA(n_components=n_components)
X_pca = pca.fit_transform(X)

colors = ['navy', 'turquoise', 'darkorange']

for X_transformed, title in [(X_ipca, "Incremental PCA"), (X_pca, "PCA")]:
    plt.figure(figsize=(8, 8))
    for color, i, target_name in zip(colors, [0, 1, 2], iris.target_names):
        plt.scatter(X_transformed[y == i, 0], X_transformed[y == i, 1],
                    color=color, lw=2, label=target_name)

    if "Incremental" in title:
        err = np.abs(np.abs(X_pca) - np.abs(X_ipca)).mean()
        plt.title(title + " of iris dataset\nMean absolute unsigned error "
                  "%.6f" % err)
    else:
        plt.title(title + " of iris dataset")
    plt.legend(loc="best", shadow=False, scatterpoints=1)
    plt.axis([-4, 4, -1.5, 1.5])

plt.show()



2.5.1.3. PCA using randomized SVD

将数据投影到保留大部分方差的较低维空间,通过丢弃与较低奇异值相关联的分量的奇异向量,通常很有意义。

例如,如果我们使用64x64像素的灰度级图像进行人脸识别,则数据的维度为4096,并且在这样大的数据上训练RBF支持向量机的速度很慢。此外,我们知道数据的固有维数远低于4096,因为人脸的所有照片都看起来有点相似。样品位于更低维度的歧管上(例如约200左右)。 PCA算法可以用于线性变换数据,同时降低维数,同时保留大多数解释的方差。
在这种情况下,与可选参数svd_solver='randomized'一起使用的PCA类非常有用:因为我们将要删除大部分奇异向量,所以将计算限制为单个向量的近似估计将更有效,我们将保持实际执行转换。


注意:即使在whiten = False(默认)时,使用svd_solver ='randomized'的PCA中的inverse_transform的实现也不是transform的精确逆变换。

Examples:

  • Faces recognition example using eigenfaces and SVMs
  • Faces dataset decompositions

Faces recognition example using eigenfaces and SVMs

from __future__ import print_function

from time import time
import logging
import matplotlib.pyplot as plt

from sklearn.model_selection import train_test_split
from sklearn.model_selection import GridSearchCV
from sklearn.datasets import fetch_lfw_people
from sklearn.metrics import classification_report
from sklearn.metrics import confusion_matrix
from sklearn.decomposition import PCA
from sklearn.svm import SVC


print(__doc__)

# Display progress logs on stdout
logging.basicConfig(level=logging.INFO, format='%(asctime)s %(message)s')


# #############################################################################
# Download the data, if not already on disk and load it as numpy arrays

lfw_people = fetch_lfw_people(min_faces_per_person=70, resize=0.4)

# introspect the images arrays to find the shapes (for plotting)
n_samples, h, w = lfw_people.images.shape

# for machine learning we use the 2 data directly (as relative pixel
# positions info is ignored by this model)
X = lfw_people.data
n_features = X.shape[1]

# the label to predict is the id of the person
y = lfw_people.target
target_names = lfw_people.target_names
n_classes = target_names.shape[0]

print("Total dataset size:")
print("n_samples: %d" % n_samples)
print("n_features: %d" % n_features)
print("n_classes: %d" % n_classes)


# #############################################################################
# Split into a training set and a test set using a stratified k fold

# split into a training and testing set
X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.25, random_state=42)


# #############################################################################
# Compute a PCA (eigenfaces) on the face dataset (treated as unlabeled
# dataset): unsupervised feature extraction / dimensionality reduction
n_components = 150

print("Extracting the top %d eigenfaces from %d faces"
      % (n_components, X_train.shape[0]))
t0 = time()
pca = PCA(n_components=n_components, svd_solver='randomized',
          whiten=True).fit(X_train)
print("done in %0.3fs" % (time() - t0))

eigenfaces = pca.components_.reshape((n_components, h, w))

print("Projecting the input data on the eigenfaces orthonormal basis")
t0 = time()
X_train_pca = pca.transform(X_train)
X_test_pca = pca.transform(X_test)
print("done in %0.3fs" % (time() - t0))


# #############################################################################
# Train a SVM classification model

print("Fitting the classifier to the training set")
t0 = time()
param_grid = {'C': [1e3, 5e3, 1e4, 5e4, 1e5],
              'gamma': [0.0001, 0.0005, 0.001, 0.005, 0.01, 0.1], }
clf = GridSearchCV(SVC(kernel='rbf', class_weight='balanced'), param_grid)
clf = clf.fit(X_train_pca, y_train)
print("done in %0.3fs" % (time() - t0))
print("Best estimator found by grid search:")
print(clf.best_estimator_)


# #############################################################################
# Quantitative evaluation of the model quality on the test set

print("Predicting people's names on the test set")
t0 = time()
y_pred = clf.predict(X_test_pca)
print("done in %0.3fs" % (time() - t0))

print(classification_report(y_test, y_pred, target_names=target_names))
print(confusion_matrix(y_test, y_pred, labels=range(n_classes)))


# #############################################################################
# Qualitative evaluation of the predictions using matplotlib

def plot_gallery(images, titles, h, w, n_row=3, n_col=4):
    """Helper function to plot a gallery of portraits"""
    plt.figure(figsize=(1.8 * n_col, 2.4 * n_row))
    plt.subplots_adjust(bottom=0, left=.01, right=.99, top=.90, hspace=.35)
    for i in range(n_row * n_col):
        plt.subplot(n_row, n_col, i + 1)
        plt.imshow(images[i].reshape((h, w)), cmap=plt.cm.gray)
        plt.title(titles[i], size=12)
        plt.xticks(())
        plt.yticks(())


# plot the result of the prediction on a portion of the test set

def title(y_pred, y_test, target_names, i):
    pred_name = target_names[y_pred[i]].rsplit(' ', 1)[-1]
    true_name = target_names[y_test[i]].rsplit(' ', 1)[-1]
    return 'predicted: %s\ntrue:      %s' % (pred_name, true_name)

prediction_titles = [title(y_pred, y_test, target_names, i)
                     for i in range(y_pred.shape[0])]

plot_gallery(X_test, prediction_titles, h, w)

# plot the gallery of the most significative eigenfaces

eigenface_titles = ["eigenface %d" % i for i in range(eigenfaces.shape[0])]
plot_gallery(eigenfaces, eigenface_titles, h, w)

plt.show()


Faces dataset decompositions

print(__doc__)

# Authors: Vlad Niculae, Alexandre Gramfort
# License: BSD 3 clause

import logging
from time import time

from numpy.random import RandomState
import matplotlib.pyplot as plt

from sklearn.datasets import fetch_olivetti_faces
from sklearn.cluster import MiniBatchKMeans
from sklearn import decomposition

# Display progress logs on stdout
logging.basicConfig(level=logging.INFO,
                    format='%(asctime)s %(levelname)s %(message)s')
n_row, n_col = 2, 3
n_components = n_row * n_col
image_shape = (64, 64)
rng = RandomState(0)

# #############################################################################
# Load faces data
dataset = fetch_olivetti_faces(shuffle=True, random_state=rng)
faces = dataset.data

n_samples, n_features = faces.shape

# global centering
faces_centered = faces - faces.mean(axis=0)

# local centering
faces_centered -= faces_centered.mean(axis=1).reshape(n_samples, -1)

print("Dataset consists of %d faces" % n_samples)


def plot_gallery(title, images, n_col=n_col, n_row=n_row):
    plt.figure(figsize=(2. * n_col, 2.26 * n_row))
    plt.suptitle(title, size=16)
    for i, comp in enumerate(images):
        plt.subplot(n_row, n_col, i + 1)
        vmax = max(comp.max(), -comp.min())
        plt.imshow(comp.reshape(image_shape), cmap=plt.cm.gray,
                   interpolation='nearest',
                   vmin=-vmax, vmax=vmax)
        plt.xticks(())
        plt.yticks(())
    plt.subplots_adjust(0.01, 0.05, 0.99, 0.93, 0.04, 0.)

# #############################################################################
# List of the different estimators, whether to center and transpose the
# problem, and whether the transformer uses the clustering API.
estimators = [
    ('Eigenfaces - PCA using randomized SVD',
     decomposition.PCA(n_components=n_components, svd_solver='randomized',
                       whiten=True),
     True),

    ('Non-negative components - NMF',
     decomposition.NMF(n_components=n_components, init='nndsvda', tol=5e-3),
     False),

    ('Independent components - FastICA',
     decomposition.FastICA(n_components=n_components, whiten=True),
     True),

    ('Sparse comp. - MiniBatchSparsePCA',
     decomposition.MiniBatchSparsePCA(n_components=n_components, alpha=0.8,
                                      n_iter=100, batch_size=3,
                                      random_state=rng),
     True),

    ('MiniBatchDictionaryLearning',
        decomposition.MiniBatchDictionaryLearning(n_components=15, alpha=0.1,
                                                  n_iter=50, batch_size=3,
                                                  random_state=rng),
     True),

    ('Cluster centers - MiniBatchKMeans',
        MiniBatchKMeans(n_clusters=n_components, tol=1e-3, batch_size=20,
                        max_iter=50, random_state=rng),
     True),

    ('Factor Analysis components - FA',
     decomposition.FactorAnalysis(n_components=n_components, max_iter=2),
     True),
]


# #############################################################################
# Plot a sample of the input data

plot_gallery("First centered Olivetti faces", faces_centered[:n_components])

# #############################################################################
# Do the estimation and plot it

for name, estimator, center in estimators:
    print("Extracting the top %d %s..." % (n_components, name))
    t0 = time()
    data = faces
    if center:
        data = faces_centered
    estimator.fit(data)
    train_time = (time() - t0)
    print("done in %0.3fs" % train_time)
    if hasattr(estimator, 'cluster_centers_'):
        components_ = estimator.cluster_centers_
    else:
        components_ = estimator.components_

    # Plot an image representing the pixelwise variance provided by the
    # estimator e.g its noise_variance_ attribute. The Eigenfaces estimator,
    # via the PCA decomposition, also provides a scalar noise_variance_
    # (the mean of pixelwise variance) that cannot be displayed as an image
    # so we skip it.
    if (hasattr(estimator, 'noise_variance_') and
            estimator.noise_variance_.ndim > 0):  # Skip the Eigenfaces case
        plot_gallery("Pixelwise variance",
                     estimator.noise_variance_.reshape(1, -1), n_col=1,
                     n_row=1)
    plot_gallery('%s - Train time %.1fs' % (name, train_time),
                 components_[:n_components])

plt.show()


2.5.1.4. Kernel PCA

KernelPCA是通过使用内核实现非线性维数降低的PCA的扩展( Pairwise metrics, Affinities and Kernels )。 它具有许多应用,包括去噪,压缩和结构预测(内核依赖估计)。 KernelPCA支持 transform  and  inverse_transform

Examples:

  • Kernel PCA


print(__doc__)

# Authors: Mathieu Blondel
#          Andreas Mueller
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt

from sklearn.decomposition import PCA, KernelPCA
from sklearn.datasets import make_circles

np.random.seed(0)

X, y = make_circles(n_samples=400, factor=.3, noise=.05)

kpca = KernelPCA(kernel="rbf", fit_inverse_transform=True, gamma=10)
X_kpca = kpca.fit_transform(X)
X_back = kpca.inverse_transform(X_kpca)
pca = PCA()
X_pca = pca.fit_transform(X)

# Plot results

plt.figure()
plt.subplot(2, 2, 1, aspect='equal')
plt.title("Original space")
reds = y == 0
blues = y == 1

plt.scatter(X[reds, 0], X[reds, 1], c="red",
            s=20, edgecolor='k')
plt.scatter(X[blues, 0], X[blues, 1], c="blue",
            s=20, edgecolor='k')
plt.xlabel("$x_1$")
plt.ylabel("$x_2$")

X1, X2 = np.meshgrid(np.linspace(-1.5, 1.5, 50), np.linspace(-1.5, 1.5, 50))
X_grid = np.array([np.ravel(X1), np.ravel(X2)]).T
# projection on the first principal component (in the phi space)
Z_grid = kpca.transform(X_grid)[:, 0].reshape(X1.shape)
plt.contour(X1, X2, Z_grid, colors='grey', linewidths=1, origin='lower')

plt.subplot(2, 2, 2, aspect='equal')
plt.scatter(X_pca[reds, 0], X_pca[reds, 1], c="red",
            s=20, edgecolor='k')
plt.scatter(X_pca[blues, 0], X_pca[blues, 1], c="blue",
            s=20, edgecolor='k')
plt.title("Projection by PCA")
plt.xlabel("1st principal component")
plt.ylabel("2nd component")

plt.subplot(2, 2, 3, aspect='equal')
plt.scatter(X_kpca[reds, 0], X_kpca[reds, 1], c="red",
            s=20, edgecolor='k')
plt.scatter(X_kpca[blues, 0], X_kpca[blues, 1], c="blue",
            s=20, edgecolor='k')
plt.title("Projection by KPCA")
plt.xlabel("1st principal component in space induced by $\phi$")
plt.ylabel("2nd component")

plt.subplot(2, 2, 4, aspect='equal')
plt.scatter(X_back[reds, 0], X_back[reds, 1], c="red",
            s=20, edgecolor='k')
plt.scatter(X_back[blues, 0], X_back[blues, 1], c="blue",
            s=20, edgecolor='k')
plt.title("Original space after inverse transform")
plt.xlabel("$x_1$")
plt.ylabel("$x_2$")

plt.subplots_adjust(0.02, 0.10, 0.98, 0.94, 0.04, 0.35)

plt.show()



2.5.1.5. Sparse principal components analysis (SparsePCA and MiniBatchSparsePCA)

SparsePCA是PCA的一个变体,其目的是提取最能重建数据的稀疏组件集合。
迷你批量稀疏PCA(MiniBatchSparsePCA)是SparsePCA的一个变体,它更快,但不太准确。 通过迭代一组特征的小块来达到增加的速度,对于给定的迭代次数。
主成分分析(PCA)的缺点是通过该方法提取的成分具有独特的密集表达式,即当表示为原始变量的线性组合时,它们具有非零系数。 这可以使解释变得困难。 在许多情况下,真正的基础组件可以更自然地想象为稀疏向量; 例如在面部识别中,组件可能自然地映射到面部的部分。
稀疏的主成分产生更简洁,可解释的表示,明确强调哪些原始特征有助于样本之间的差异。


注意;虽然本着在线算法的精神,MiniBatchSparsePCA类没有实现partial_fit,因为算法沿着要素方向在线,而不是样本方向。


Examples:

  • Faces dataset decompositions

2.5.2. Truncated singular value decomposition and latent semantic analysis

TruncatedSVD实现了仅计算k个最大奇异值的奇异值分解(SVD)的变体,其中k是用户指定的参数。

当截断的SVD被应用于术语文档矩阵(由CountVectorizer或TfidfVectorizer返回)时,该变换被称为潜在语义分析(LSA),因为它将这样的矩阵转换为低维度的“语义”空间。 特别地,LSA已知能够抵抗同义词和多义词的影响(两者大致意味着每个单词有多重含义),这导致术语文档矩阵过度稀疏,并且在诸如余弦相似性的度量下表现出差的相似性。


Examples:

  • Clustering text documents using k-means


2.5.3. Dictionary Learning

2.5.3.1. Sparse coding with a precomputed dictionary

SparseCoder对象是一种估计器,可用于将信号转换为来自固定的预计算字典(例如离散小波)的原子的稀疏线性组合。 因此,该对象不实现拟合方法。 该转换相当于稀疏编码问题:将数据的表示尽可能少的字典原子的线性组合。 字典学习的所有变体实现以下变换方法,可通过transform_method初始化参数进行控制:
正交匹配追踪(正交匹配追踪(OMP))
最小角度回归(最小角度回归)
Lasso通过最小角度回归计算
Lasso使用坐标下降(Lasso)
阈值


Examples:

  • Sparse coding with a precomputed dictionary


2.5.3.2. Generic dictionary learning

词典学习( DictionaryLearning)是一个矩阵因式分解问题,相当于找到一个(通常是不完整的)字典,它会对拟合数据进行稀疏编码。


Examples:

  • Image denoising using dictionary learning


2.5.3.3. Mini-batch dictionary learning

MiniBatchDictionaryLearning实现了更适合大型数据集的字典学习算法的更快,但不太准确的版本。

默认情况下,MiniBatchDictionaryLearning将数据分成小批量,并通过在指定次数的迭代中循环使用小批量,以在线方式进行优化。 但是,目前它没有实现停止条件。

估计器还实现了partial_fit,它通过在一个迷你批处理中仅迭代一次来更新字典。 当数据从一开始就不容易获得,或者当数据不适合内存时,这可以用于在线学习。


Example: Online learning of a dictionary of parts of faces


2.5.4. Factor Analysis

Examples:

  • Model selection with Probabilistic PCA and Factor Analysis (FA)


2.5.5. Independent component analysis (ICA)

独立分量分析将多变量信号分解为最大独立的加性子组件。 它使用Fast ICA算法在scikit-learn中实现。 通常,ICA不用于降低维度,而是用于分离叠加信号。 由于ICA模型不包括噪声项,因此要使模型正确,必须应用美白。 这可以在内部使用whiten参数或手动使用其中一种PCA变体进行。
通常用于分离混合信号(称为盲源分离的问题),如下例所示:


Examples:

  • Blind source separation using FastICA
  • FastICA on 2D point clouds
  • Faces dataset decompositions


2.5.6. Non-negative matrix factorization (NMF or NNMF)

2.5.6.1. NMF with the Frobenius norm

2.5.6.2. NMF with a beta-divergence

Examples:

  • Faces dataset decompositions
  • Topic extraction with Non-negative Matrix Factorization and Latent Dirichlet Allocation
  • Beta-divergence loss functions


2.5.7. Latent Dirichlet Allocation (LDA)

Latent Dirichlet Allocation是离散数据集(如文本语料库)的集合的生成概率模型。 它也是一个主题模型,用于从文档集合中发现抽象主题。


Examples:

  • Topic extraction with Non-negative Matrix Factorization and Latent Dirichlet Allocation


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