// // PCA.cpp // // Created by Marc Melikyan on 10/2/20. // #include "pca_old.h" #include "../data/data.h" #include "../lin_alg/lin_alg.h" #include #include MLPPPCAOld::MLPPPCAOld(std::vector> inputSet, int k) : inputSet(inputSet), k(k) { } std::vector> MLPPPCAOld::principalComponents() { MLPPLinAlg alg; MLPPData data; MLPPLinAlg::SDVResultOld svr_res = alg.SVD(alg.cov(inputSet)); X_normalized = data.meanCentering(inputSet); U_reduce.resize(svr_res.U.size()); for (int i = 0; i < k; i++) { for (int j = 0; j < svr_res.U.size(); j++) { U_reduce[j].push_back(svr_res.U[j][i]); } } Z = alg.matmult(alg.transpose(U_reduce), X_normalized); return Z; } // Simply tells us the percentage of variance maintained. real_t MLPPPCAOld::score() { MLPPLinAlg alg; std::vector> X_approx = alg.matmult(U_reduce, Z); real_t num, den = 0; for (int i = 0; i < X_normalized.size(); i++) { num += alg.norm_sq(alg.subtraction(X_normalized[i], X_approx[i])); } num /= X_normalized.size(); for (int i = 0; i < X_normalized.size(); i++) { den += alg.norm_sq(X_normalized[i]); } den /= X_normalized.size(); if (den == 0) { den += 1e-10; // For numerical sanity as to not recieve a domain error } return 1 - num / den; }