Source code for gemseo.mlearning.transform.dimension_reduction.kpca
# -*- coding: utf-8 -*-
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
# Contributors:
# INITIAL AUTHORS - initial API and implementation and/or initial
# documentation
# :author: Syver Doving Agdestein
# OTHER AUTHORS - MACROSCOPIC CHANGES
"""The Kernel Principal Component Analysis (KPCA) to reduce the dimension of a variable.
The :class:`KPCA` class implements the KCPA wraps the KPCA from Scikit-learn.
Dependence
----------
This dimension reduction algorithm relies on the PCA class
of the `scikit-learn library <https://scikit-learn.org/stable/modules/
generated/sklearn.decomposition.PCA.html>`_.
"""
from __future__ import division, unicode_literals
from typing import Optional, Union
from numpy import ndarray
from sklearn.decomposition import KernelPCA
from gemseo.mlearning.transform.dimension_reduction.dimension_reduction import (
DimensionReduction,
)
from gemseo.mlearning.transform.transformer import TransformerFitOptionType
[docs]class KPCA(DimensionReduction):
"""Kernel principal component dimension reduction algorithm."""
def __init__(
self,
name="KPCA", # type: str
n_components=5, # type: int
fit_inverse_transform=True, # type: bool
kernel="linear", # type: str
**parameters # type: Optional[Union[float,int,str]]
):
"""
Args:
fit_inverse_transform: If True, learn the inverse transform
for non-precomputed kernels.
kernel: The name of the kernel,
either 'linear', 'poly', 'rbf', 'sigmoid', 'cosine' or 'precomputed'.
**parameters: The optional parameters for sklearn KPCA constructor.
"""
super(KPCA, self).__init__(name, n_components=n_components, **parameters)
self.algo = KernelPCA(
n_components,
fit_inverse_transform=fit_inverse_transform,
kernel=kernel,
**parameters
)
[docs] def fit(
self,
data, # type: ndarray
*args # type: TransformerFitOptionType
): # type: (...) -> None
self.algo.fit(data)