// // PCA.cpp // // Created by Marc Melikyan on 10/2/20. // #include "pca.h" #include "../data/data.h" #include "../lin_alg/lin_alg.h" Ref MLPPPCA::get_input_set() { return _input_set; } void MLPPPCA::set_input_set(const Ref &val) { _input_set = val; } int MLPPPCA::get_k() { return _k; } void MLPPPCA::set_k(const int val) { _k = val; } Ref MLPPPCA::principal_components() { ERR_FAIL_COND_V(!_input_set.is_valid() || _k == 0, Ref()); MLPPLinAlg alg; MLPPData data; MLPPLinAlg::SVDResult svr_res = alg.svd(alg.covnm(_input_set)); _x_normalized = data.mean_centering(_input_set); Size2i svr_res_u_size = svr_res.U->size(); _u_reduce->resize(Size2i(_k, svr_res_u_size.y)); for (int i = 0; i < _k; ++i) { for (int j = 0; j < svr_res_u_size.y; ++j) { _u_reduce->set_element(j, i, svr_res.U->get_element(j, i)); } } _z = alg.matmultnm(alg.transposenm(_u_reduce), _x_normalized); return _z; } // Simply tells us the percentage of variance maintained. real_t MLPPPCA::score() { ERR_FAIL_COND_V(!_input_set.is_valid() || _k == 0, 0); MLPPLinAlg alg; Ref x_approx = alg.matmultnm(_u_reduce, _z); real_t num = 0; real_t den = 0; Size2i x_normalized_size = _x_normalized->size(); int x_normalized_size_y = x_normalized_size.y; Ref x_approx_row_tmp; x_approx_row_tmp.instance(); x_approx_row_tmp->resize(x_approx->size().x); Ref x_normalized_row_tmp; x_normalized_row_tmp.instance(); x_normalized_row_tmp->resize(x_normalized_size.x); for (int i = 0; i < x_normalized_size_y; ++i) { _x_normalized->get_row_into_mlpp_vector(i, x_normalized_row_tmp); x_approx->get_row_into_mlpp_vector(i, x_approx_row_tmp); num += alg.norm_sqv(alg.subtractionnv(x_normalized_row_tmp, x_approx_row_tmp)); } num /= x_normalized_size_y; for (int i = 0; i < x_normalized_size_y; ++i) { _x_normalized->get_row_into_mlpp_vector(i, x_normalized_row_tmp); den += alg.norm_sqv(x_normalized_row_tmp); } den /= x_normalized_size_y; if (den == 0) { den += 1e-10; // For numerical sanity as to not recieve a domain error } return 1 - num / den; } MLPPPCA::MLPPPCA(const Ref &p_input_set, int p_k) { _k = p_k; _input_set = p_input_set; _x_normalized.instance(); _u_reduce.instance(); _z.instance(); } MLPPPCA::MLPPPCA() { _k = 0; _x_normalized.instance(); _u_reduce.instance(); _z.instance(); } MLPPPCA::~MLPPPCA() { } void MLPPPCA::_bind_methods() { ClassDB::bind_method(D_METHOD("get_input_set"), &MLPPPCA::get_input_set); ClassDB::bind_method(D_METHOD("set_input_set", "val"), &MLPPPCA::set_input_set); ADD_PROPERTY(PropertyInfo(Variant::OBJECT, "get_input_set", PROPERTY_HINT_RESOURCE_TYPE, "MLPPMatrix"), "set_input_set", "get_input_set"); ClassDB::bind_method(D_METHOD("get_k"), &MLPPPCA::get_k); ClassDB::bind_method(D_METHOD("set_k", "val"), &MLPPPCA::set_k); ADD_PROPERTY(PropertyInfo(Variant::INT, "k"), "set_k", "get_k"); ClassDB::bind_method(D_METHOD("principal_components"), &MLPPPCA::principal_components); ClassDB::bind_method(D_METHOD("score"), &MLPPPCA::score); }