gemseo / mlearning / transform / dimension_reduction

klsvd module

The Karhunen-Loève SVD algorithm to reduce the dimension of a variable.

The KLSVD class wraps the KarhunenLoeveSVDAlgorithm from OpenTURNS.

class gemseo.mlearning.transform.dimension_reduction.klsvd.KLSVD(mesh, n_components=None, name='KLSVD', use_random_svd=False, n_singular_values=None, use_halko2010=True)[source]

Bases: gemseo.mlearning.transform.dimension_reduction.dimension_reduction.DimensionReduction

The Karhunen-Loève SVD Algorithm.

Parameters

  • mesh (ndarray) – A mesh passed as a 2D NumPy array whose rows are nodes and columns are the dimensions of the nodes.

  • n_components (int | None) –

    The number of components of the latent space. If None, use the maximum number allowed by the technique, typically min(n_samples, n_features).

    By default it is set to None.

  • name (str) –

    A name for this transformer.

    By default it is set to KLSVD.

  • use_random_svd (bool) –

    Whether to use a stochastic algorithm to compute the SVD decomposition; if so, the number of singular values has to be fixed a priori.

    By default it is set to False.

  • n_singular_values (int | None) –

    The number of singular values to compute when use_random_svd is True; if None, use the default value implemented by OpenTURNS.

    By default it is set to None.

  • use_halko2010 (bool) –

    Whether to use the halko2010 algorithm or the halko2011 one.

    By default it is set to True.

Return type

None

compute_jacobian(data)

Compute Jacobian of transformer.transform().

Parameters

data (numpy.ndarray) – The data where the Jacobian is to be computed.

Returns

The Jacobian matrix.

Return type

NoReturn

compute_jacobian_inverse(data)

Compute Jacobian of the transformer.inverse_transform().

Parameters

data (numpy.ndarray) – The data where the Jacobian is to be computed.

Returns

The Jacobian matrix.

Return type

NoReturn

duplicate()

Duplicate the current object.

Returns

A deepcopy of the current instance.

Return type

gemseo.mlearning.transform.transformer.Transformer

fit(data, *args)

Fit the transformer to the data.

Parameters
Return type

NoReturn

fit_transform(data, *args)

Fit the transformer to the data and transform the data.

Parameters
Returns

The transformed data.

Return type

numpy.ndarray

inverse_transform(data)[source]

Perform an inverse transform on the data.

Parameters

data (numpy.ndarray) – The data to be inverse transformed.

Returns

The inverse transformed data.

Return type

numpy.ndarray

transform(data)[source]

Transform the data.

Parameters

data (numpy.ndarray) – The data to be transformed.

Returns

The transformed data.

Return type

numpy.ndarray

CROSSED = False
property components: numpy.ndarray

The principal components.

property eigenvalues: numpy.ndarray

The eigen values.

property mesh: numpy.ndarray

The mesh.

property n_components: int

The number of components.

name: str

The name of the transformer.

property output_dimension: int

The dimension of the latent space.

parameters: str

The parameters of the transformer.