Home | Trees | Indices | Help |
|
---|
|
Dimensionality reduction using truncated SVD (aka LSA). This node has been automatically generated by wrapping the ``sklearn.decomposition.truncated_svd.TruncatedSVD`` class from the ``sklearn`` library. The wrapped instance can be accessed through the ``scikits_alg`` attribute. This transformer performs linear dimensionality reduction by means of truncated singular value decomposition (SVD). It is very similar to PCA, but operates on sample vectors directly, instead of on a covariance matrix. This means it can work with scipy.sparse matrices efficiently. In particular, truncated SVD works on term count/tf-idf matrices as returned by the vectorizers in sklearn.feature_extraction.text. In that context, it is known as latent semantic analysis (LSA). This estimator supports two algorithm: a fast randomized SVD solver, and a "naive" algorithm that uses ARPACK as an eigensolver on (X * X.T) or (X.T * X), whichever is more efficient. Read more in the :ref:`User Guide <LSA>`. **Parameters** n_components : int, default = 2 Desired dimensionality of output data. Must be strictly less than the number of features. The default value is useful for visualisation. For LSA, a value of 100 is recommended. algorithm : string, default = "randomized" SVD solver to use. Either "arpack" for the ARPACK wrapper in SciPy (scipy.sparse.linalg.svds), or "randomized" for the randomized algorithm due to Halko (2009). n_iter : int, optional Number of iterations for randomized SVD solver. Not used by ARPACK. random_state : int or RandomState, optional (Seed for) pseudo-random number generator. If not given, the numpy.random singleton is used. tol : float, optional Tolerance for ARPACK. 0 means machine precision. Ignored by randomized SVD solver. **Attributes** ``components_`` : array, shape (n_components, n_features) ``explained_variance_ratio_`` : array, [n_components] Percentage of variance explained by each of the selected components. ``explained_variance_`` : array, [n_components] The variance of the training samples transformed by a projection to each component. **Examples** >>> from sklearn.decomposition import TruncatedSVD >>> from sklearn.random_projection import sparse_random_matrix >>> X = sparse_random_matrix(100, 100, density=0.01, random_state=42) >>> svd = TruncatedSVD(n_components=5, random_state=42) >>> svd.fit(X) # doctest: +NORMALIZE_WHITESPACE TruncatedSVD(algorithm='randomized', n_components=5, n_iter=5, random_state=42, tol=0.0) >>> print(svd.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.0782... 0.0552... 0.0544... 0.0499... 0.0413...] >>> print(svd.explained_variance_ratio_.sum()) # doctest: +ELLIPSIS 0.279... See also PCA RandomizedPCA **References** Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions Halko, et al., 2009 (arXiv:909) http://arxiv.org/pdf/0909.4061 **Notes** SVD suffers from a problem called "sign indeterminancy", which means the sign of the ``components_`` and the output from transform depend on the algorithm and random state. To work around this, fit instances of this class to data once, then keep the instance around to do transformations.
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
Inherited from Inherited from |
|||
Inherited from Cumulator | |||
---|---|---|---|
|
|||
|
|||
Inherited from Node | |||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|
|||
|
|||
|
|
|||
Inherited from |
|||
Inherited from Node | |||
---|---|---|---|
_train_seq List of tuples: |
|||
dtype dtype |
|||
input_dim Input dimensions |
|||
output_dim Output dimensions |
|||
supported_dtypes Supported dtypes |
|
Dimensionality reduction using truncated SVD (aka LSA). This node has been automatically generated by wrapping the ``sklearn.decomposition.truncated_svd.TruncatedSVD`` class from the ``sklearn`` library. The wrapped instance can be accessed through the ``scikits_alg`` attribute. This transformer performs linear dimensionality reduction by means of truncated singular value decomposition (SVD). It is very similar to PCA, but operates on sample vectors directly, instead of on a covariance matrix. This means it can work with scipy.sparse matrices efficiently. In particular, truncated SVD works on term count/tf-idf matrices as returned by the vectorizers in sklearn.feature_extraction.text. In that context, it is known as latent semantic analysis (LSA). This estimator supports two algorithm: a fast randomized SVD solver, and a "naive" algorithm that uses ARPACK as an eigensolver on (X * X.T) or (X.T * X), whichever is more efficient. Read more in the :ref:`User Guide <LSA>`. **Parameters** n_components : int, default = 2 Desired dimensionality of output data. Must be strictly less than the number of features. The default value is useful for visualisation. For LSA, a value of 100 is recommended. algorithm : string, default = "randomized" SVD solver to use. Either "arpack" for the ARPACK wrapper in SciPy (scipy.sparse.linalg.svds), or "randomized" for the randomized algorithm due to Halko (2009). n_iter : int, optional Number of iterations for randomized SVD solver. Not used by ARPACK. random_state : int or RandomState, optional (Seed for) pseudo-random number generator. If not given, the numpy.random singleton is used. tol : float, optional Tolerance for ARPACK. 0 means machine precision. Ignored by randomized SVD solver. **Attributes** ``components_`` : array, shape (n_components, n_features) ``explained_variance_ratio_`` : array, [n_components] Percentage of variance explained by each of the selected components. ``explained_variance_`` : array, [n_components] The variance of the training samples transformed by a projection to each component. **Examples** >>> from sklearn.decomposition import TruncatedSVD >>> from sklearn.random_projection import sparse_random_matrix >>> X = sparse_random_matrix(100, 100, density=0.01, random_state=42) >>> svd = TruncatedSVD(n_components=5, random_state=42) >>> svd.fit(X) # doctest: +NORMALIZE_WHITESPACE TruncatedSVD(algorithm='randomized', n_components=5, n_iter=5, random_state=42, tol=0.0) >>> print(svd.explained_variance_ratio_) # doctest: +ELLIPSIS [ 0.0782... 0.0552... 0.0544... 0.0499... 0.0413...] >>> print(svd.explained_variance_ratio_.sum()) # doctest: +ELLIPSIS 0.279... See also PCA RandomizedPCA **References** Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions Halko, et al., 2009 (arXiv:909) http://arxiv.org/pdf/0909.4061 **Notes** SVD suffers from a problem called "sign indeterminancy", which means the sign of the ``components_`` and the output from transform depend on the algorithm and random state. To work around this, fit instances of this class to data once, then keep the instance around to do transformations.
|
|
|
|
Perform dimensionality reduction on X. This node has been automatically generated by wrapping the sklearn.decomposition.truncated_svd.TruncatedSVD class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
|
|
|
Fit LSI model on training data X. This node has been automatically generated by wrapping the sklearn.decomposition.truncated_svd.TruncatedSVD class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
|
Home | Trees | Indices | Help |
|
---|
Generated by Epydoc 3.0.1 on Tue Mar 8 12:39:48 2016 | http://epydoc.sourceforge.net |