class CanCorrelation extends Reducer with Error
The CanCorrelation class performs Canonical Correlation Analysis 'CCA'
on two random vectors. Samples for the first one are stored in the 'x'
data matrix and samples for the second are stored in the 'y' data matrix.
Find vectors a and b that maximize the correlation between x * a and y * b.
max {rho (x * a, y * b)}
Additional vectors orthogonal to a and b can also be found.
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- new CanCorrelation(x: MatriD, y: MatriD)
- x
the x data matrix
- y
the y data matrix
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- def factorReduce(): (MatriD, MatriD)
Reduce the original data matrix by factoring it into two lower dimensionality matrices that maintains most of the descriptive power of the original matrix.
Reduce the original data matrix by factoring it into two lower dimensionality matrices that maintains most of the descriptive power of the original matrix. Override to algorithms that use factoring.
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NMFactortorization
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- def recover(): MatriD
Approximately recover the original data ...
Approximately recover the original data ...
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- CanCorrelation → Reducer
- def recover2(): (MatrixD, MatrixD)
Approximately recover the original data ...
- def reduce(): MatriD
Reduce the original data ...
Reduce the original data ...
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- CanCorrelation → Reducer
- def reduce2(): (MatrixD, MatrixD)
Reduce the original data ...
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