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Invoke.CreatePCATransform
Performs the Principal Component Analysis (PCA) on provided data, creates the feature vector and normalization coefficients (mean and standard deviation of variables).
| Namespace: | Avl |
|---|---|
| Assembly: | AvlNet.dll |
Syntax
C++
C#
public static void CreatePCATransform ( Avl.Matrix inMatrix, int inDimensions, Optional<float> inVarianceToLeave, Avl.PCAModel outPCAModel, Avl.Matrix outTransformedMatrix, Diagnostic<Avl.Matrix> diagCovarianceMatrix, Diagnostic<Avl.Matrix> diagNormalizedData, Diagnostic<List<int>> diagUsedFeatureIndices )
Parameters
| Name | Type | Range | Default | Description | |
|---|---|---|---|---|---|
 | inMatrix | Avl.Matrix | Input data, where variables are in column, and examples are in rows. | ||
| inDimensions | int | <1, INF> | How many data dimensions (variables) to be left in transformed data. | |
| inVarianceToLeave | Atl.Optional<float> | <0.0f, 1.0f> | 0.95f | How many of input data variance should be left in transformed data; overrides inDimensions input. Default value: 0.95f. |
 | outPCAModel | Avl.PCAModel | Resulting PCA model. | ||
| outTransformedMatrix | Avl.Matrix | Transformed inMatrix with reduced dimensionality. | ||
 | diagCovarianceMatrix | Avl.Diagnostic<Avl.Matrix> | Covariance matrix of input data. | ||
| diagNormalizedData | Avl.Diagnostic<Avl.Matrix> | Input data after normalization: scaling and centering. | ||
| diagUsedFeatureIndices | Avl.Diagnostic<System.Collections.Generic.List<int>> | Indices of columns in inMatrix, which were used as Principal Components. |
