SHOGUN  6.0.0
CFactorAnalysis Class Reference

## Detailed Description

The Factor Analysis class is used to embed data using Factor Analysis algorithm.

Factor analysis aims at describing how several observed variables are correlated to each other by means of identifying a set of unobserved variables, the so-called factors. Desirably, the number of factors is shorter than the number of observed variables.

Factor analysis is an iterative algorithm. First of all the projection matrix is initialized randomly and the factors variance is set to the identity. Then, every iteration consists of the following steps:

• Compute the regularized inverse covariance matrix of the projection.
• Update the factors variance matrix.
• Update the projection matrix.
• Check for convergence using the log-likelihood of the model. If the difference between the current log-likelihood and the previous iteration's log-likelihood is below a threshold, then the algorithm has converged.

Uses implementation from the Tapkee library.

cf. http://tapkee.lisitsyn.me/
cf. http://en.wikipedia.org/wiki/Factor_analysis
cf. Spearman, C. (1904). General Intelligence, Objectively Determined and Measured. (http://www.mendeley.com/catalog/general-intelligence-objectively-determined-measured/)

Definition at line 49 of file FactorAnalysis.h.

Inheritance diagram for CFactorAnalysis:
[legend]

## Public Member Functions

CFactorAnalysis ()

virtual ~CFactorAnalysis ()

virtual const char * get_name () const

virtual CFeaturesapply (CFeatures *features)

void set_max_iteration (const int32_t max_iteration)

int32_t get_max_iteration () const

void set_epsilon (const float64_t epsilon)

float64_t get_epsilon () const

virtual CDenseFeatures
< float64_t > *
embed (CFeatures *features)

void set_target_dim (int32_t dim)

int32_t get_target_dim () const

void set_distance (CDistance *distance)

CDistanceget_distance () const

void set_kernel (CKernel *kernel)

CKernelget_kernel () const

virtual CSGObjectshallow_copy () const

virtual CSGObjectdeep_copy () const

virtual bool is_generic (EPrimitiveType *generic) const

template<class T >
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

template<>
void set_generic ()

void unset_generic ()

virtual void print_serializable (const char *prefix="")

virtual bool save_serializable (CSerializableFile *file, const char *prefix="")

virtual bool load_serializable (CSerializableFile *file, const char *prefix="")

void set_global_io (SGIO *io)

SGIOget_global_io ()

void set_global_parallel (Parallel *parallel)

Parallelget_global_parallel ()

void set_global_version (Version *version)

Versionget_global_version ()

SGStringList< char > get_modelsel_names ()

void print_modsel_params ()

char * get_modsel_param_descr (const char *param_name)

index_t get_modsel_param_index (const char *param_name)

void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)

bool has (const std::string &name) const

template<typename T >
bool has (const Tag< T > &tag) const

template<typename T , typename U = void>
bool has (const std::string &name) const

template<typename T >
void set (const Tag< T > &_tag, const T &value)

template<typename T , typename U = void>
void set (const std::string &name, const T &value)

template<typename T >
get (const Tag< T > &_tag) const

template<typename T , typename U = void>
get (const std::string &name) const

virtual void update_parameter_hash ()

virtual bool parameter_hash_changed ()

virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)

virtual CSGObjectclone ()

## Public Attributes

SGIOio

Parallelparallel

Versionversion

Parameterm_parameters

Parameterm_model_selection_parameters

uint32_t m_hash

## Protected Member Functions

virtual void load_serializable_pre () throw (ShogunException)

virtual void load_serializable_post () throw (ShogunException)

virtual void save_serializable_pre () throw (ShogunException)

virtual void save_serializable_post () throw (ShogunException)

template<typename T >
void register_param (Tag< T > &_tag, const T &value)

template<typename T >
void register_param (const std::string &name, const T &value)

bool clone_parameters (CSGObject *other)

## Protected Attributes

int32_t m_target_dim

CDistancem_distance

CKernelm_kernel

## Constructor & Destructor Documentation

 CFactorAnalysis ( )

constructor

Definition at line 17 of file FactorAnalysis.cpp.

 ~CFactorAnalysis ( )
virtual

destructor

Definition at line 32 of file FactorAnalysis.cpp.

## Member Function Documentation

 CFeatures * apply ( CFeatures * features )
virtual

apply preprocessor to features

Parameters
 features features to embed

Implements CEmbeddingConverter.

Definition at line 61 of file FactorAnalysis.cpp.

 void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > * dict )
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
 dict dictionary of parameters to be built.

Definition at line 630 of file SGObject.cpp.

 CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 729 of file SGObject.cpp.

 bool clone_parameters ( CSGObject * other )
protectedinherited

Definition at line 754 of file SGObject.cpp.

 CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 231 of file SGObject.cpp.

 CDenseFeatures< float64_t > * embed ( CFeatures * features )
virtualinherited

embed given features, acts the same as apply, but returns DenseFeatures

Parameters
 features features to embed
Returns
embedding simple features

Definition at line 35 of file EmbeddingConverter.cpp.

 bool equals ( CSGObject * other, float64_t accuracy = 0.0, bool tolerant = false )
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
 other object to compare with accuracy accuracy to use for comparison (optional) tolerant allows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

 T get ( const Tag< T > & _tag ) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
 _tag name and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 376 of file SGObject.h.

 T get ( const std::string & name ) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
 name name of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 399 of file SGObject.h.

 CDistance * get_distance ( ) const
inherited

getter for distance

Returns
distance

Definition at line 58 of file EmbeddingConverter.cpp.

 float64_t get_epsilon ( ) const

getter for epsilon, parameter used to check for convergence

Returns
value of the convergence parameter

Definition at line 56 of file FactorAnalysis.cpp.

 SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 268 of file SGObject.cpp.

 Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

 Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 of file SGObject.cpp.

 CKernel * get_kernel ( ) const
inherited

getter for kernel

Returns
kernel

Definition at line 71 of file EmbeddingConverter.cpp.

 int32_t get_max_iteration ( ) const

getter for the maximum number of iterations

Returns
the maximum number of iterations

Definition at line 46 of file FactorAnalysis.cpp.

 SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 531 of file SGObject.cpp.

 char * get_modsel_param_descr ( const char * param_name )
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
 param_name name of the parameter
Returns
description of the parameter

Definition at line 555 of file SGObject.cpp.

 index_t get_modsel_param_index ( const char * param_name )
inherited

Returns index of model selection parameter with provided index

Parameters
 param_name name of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 568 of file SGObject.cpp.

 const char * get_name ( ) const
virtual

get name

Reimplemented from CEmbeddingConverter.

Definition at line 36 of file FactorAnalysis.cpp.

 int32_t get_target_dim ( ) const
inherited

getter for target dimension

Returns
target dimension

Definition at line 46 of file EmbeddingConverter.cpp.

 bool has ( const std::string & name ) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
 name name of the parameter
Returns
true if the parameter exists with the input name

Definition at line 299 of file SGObject.h.

 bool has ( const Tag< T > & tag ) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
 tag tag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 310 of file SGObject.h.

 bool has ( const std::string & name ) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
 name name of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 321 of file SGObject.h.

 bool is_generic ( EPrimitiveType * generic ) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
 generic set to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

 bool load_serializable ( CSerializableFile * file, const char * prefix = "" )
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
 file where to load from prefix prefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 402 of file SGObject.cpp.

 void load_serializable_post ( ) throw ( ShogunException )
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
 ShogunException will be thrown if an error occurs.

Definition at line 459 of file SGObject.cpp.

 void load_serializable_pre ( ) throw ( ShogunException )
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
 ShogunException will be thrown if an error occurs.

Definition at line 454 of file SGObject.cpp.

 bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 295 of file SGObject.cpp.

 void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

 void print_serializable ( const char * prefix = "" )
virtualinherited

prints registered parameters out

Parameters
 prefix prefix for members

Definition at line 341 of file SGObject.cpp.

 void register_param ( Tag< T > & _tag, const T & value )
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
 _tag name and type information of parameter value value of the parameter

Definition at line 450 of file SGObject.h.

 void register_param ( const std::string & name, const T & value )
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
 name name of the parameter value value of the parameter along with type information

Definition at line 463 of file SGObject.h.

 bool save_serializable ( CSerializableFile * file, const char * prefix = "" )
virtualinherited

Save this object to file.

Parameters
 file where to save the object; will be closed during returning if PREFIX is an empty string. prefix prefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 347 of file SGObject.cpp.

 void save_serializable_post ( ) throw ( ShogunException )
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
 ShogunException will be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 469 of file SGObject.cpp.

 void save_serializable_pre ( ) throw ( ShogunException )
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
 ShogunException will be thrown if an error occurs.

Definition at line 464 of file SGObject.cpp.

 void set ( const Tag< T > & _tag, const T & value )
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
 _tag name and type information of parameter value value of the parameter

Definition at line 337 of file SGObject.h.

 void set ( const std::string & name, const T & value )
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
 name name of the parameter value value of the parameter along with type information

Definition at line 363 of file SGObject.h.

 void set_distance ( CDistance * distance )
inherited

setter for distance

Parameters
 distance distance to set

Definition at line 51 of file EmbeddingConverter.cpp.

 void set_epsilon ( const float64_t epsilon )

setter for epsilon, parameter used to check for convergence

Parameters
 epsilon convergence parameter

Definition at line 51 of file FactorAnalysis.cpp.

 void set_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

 void set_generic ( )
inherited

Definition at line 144 of file SGObject.cpp.

 void set_generic ( )
inherited

set generic type to T

 void set_global_io ( SGIO * io )
inherited

set the io object

Parameters
 io io object to use

Definition at line 261 of file SGObject.cpp.

 void set_global_parallel ( Parallel * parallel )
inherited

set the parallel object

Parameters
 parallel parallel object to use

Definition at line 274 of file SGObject.cpp.

 void set_global_version ( Version * version )
inherited

set the version object

Parameters
 version version object to use

Definition at line 316 of file SGObject.cpp.

 void set_kernel ( CKernel * kernel )
inherited

setter for kernel

Parameters
 kernel kernel to set

Definition at line 64 of file EmbeddingConverter.cpp.

 void set_max_iteration ( const int32_t max_iteration )

setter for the maximum number of iterations

Parameters
 max_iteration the maximum number of iterations

Definition at line 41 of file FactorAnalysis.cpp.

 void set_target_dim ( int32_t dim )
inherited

setter for target dimension

Parameters
 dim target dimension

Definition at line 40 of file EmbeddingConverter.cpp.

 CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 225 of file SGObject.cpp.

 void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 336 of file SGObject.cpp.

 void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

## Member Data Documentation

 SGIO* io
inherited

io

Definition at line 558 of file SGObject.h.

 CDistance* m_distance
protectedinherited

distance to be used

Definition at line 99 of file EmbeddingConverter.h.

inherited

parameters wrt which we can compute gradients

Definition at line 573 of file SGObject.h.

 uint32_t m_hash
inherited

Hash of parameter values

Definition at line 576 of file SGObject.h.

 CKernel* m_kernel
protectedinherited

kernel to be used

Definition at line 102 of file EmbeddingConverter.h.

 Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 570 of file SGObject.h.

 Parameter* m_parameters
inherited

parameters

Definition at line 567 of file SGObject.h.

 int32_t m_target_dim
protectedinherited

target dim of dimensionality reduction preprocessor

Definition at line 96 of file EmbeddingConverter.h.

 Parallel* parallel
inherited

parallel

Definition at line 561 of file SGObject.h.

 Version* version
inherited

version

Definition at line 564 of file SGObject.h.

The documentation for this class was generated from the following files:

SHOGUN Machine Learning Toolbox - Documentation