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sklearn.decomposition.SparsePCA

class sklearn.decomposition.SparsePCA(n_components=None, alpha=1, ridge_alpha=0.01, max_iter=1000, tol=1e-08, method='lars', n_jobs=1, U_init=None, V_init=None, verbose=False, random_state=None)

Sparse Principal Components Analysis (SparsePCA)

Finds the set of sparse components that can optimally reconstruct the data. The amount of sparseness is controllable by the coefficient of the L1 penalty, given by the parameter alpha.

Parameters:

n_components : int,

Number of sparse atoms to extract.

alpha : float,

Sparsity controlling parameter. Higher values lead to sparser components.

ridge_alpha : float,

Amount of ridge shrinkage to apply in order to improve conditioning when calling the transform method.

max_iter : int,

Maximum number of iterations to perform.

tol : float,

Tolerance for the stopping condition.

method : {‘lars’, ‘cd’}

lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse.

n_jobs : int,

Number of parallel jobs to run.

U_init : array of shape (n_samples, n_components),

Initial values for the loadings for warm restart scenarios.

V_init : array of shape (n_components, n_features),

Initial values for the components for warm restart scenarios.

verbose : :

Degree of verbosity of the printed output.

random_state : int or RandomState

Pseudo number generator state used for random sampling.

Attributes:

`components_` : array, [n_components, n_features]

Sparse components extracted from the data.

`error_` : array

Vector of errors at each iteration.

Methods

fit(X[, y]) Fit the model from data in X.
fit_transform(X[, y]) Fit to data, then transform it.
get_params([deep]) Get parameters for this estimator.
set_params(**params) Set the parameters of this estimator.
transform(X[, ridge_alpha]) Least Squares projection of the data onto the sparse components.
__init__(n_components=None, alpha=1, ridge_alpha=0.01, max_iter=1000, tol=1e-08, method='lars', n_jobs=1, U_init=None, V_init=None, verbose=False, random_state=None)
fit(X, y=None)

Fit the model from data in X.

Parameters:

X: array-like, shape (n_samples, n_features) :

Training vector, where n_samples in the number of samples and n_features is the number of features.

Returns:

self : object

Returns the instance itself.

fit_transform(X, y=None, **fit_params)

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters:

X : numpy array of shape [n_samples, n_features]

Training set.

y : numpy array of shape [n_samples]

Target values.

Returns:

X_new : numpy array of shape [n_samples, n_features_new]

Transformed array.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deep: boolean, optional :

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:self :
transform(X, ridge_alpha=None)

Least Squares projection of the data onto the sparse components.

To avoid instability issues in case the system is under-determined, regularization can be applied (Ridge regression) via the ridge_alpha parameter.

Note that Sparse PCA components orthogonality is not enforced as in PCA hence one cannot use a simple linear projection.

Parameters:

X: array of shape (n_samples, n_features) :

Test data to be transformed, must have the same number of features as the data used to train the model.

ridge_alpha: float, default: 0.01 :

Amount of ridge shrinkage to apply in order to improve conditioning.

Returns:

X_new array, shape (n_samples, n_components) :

Transformed data.

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