sklearn.random_projection.GaussianRandomProjection

class sklearn.random_projection.GaussianRandomProjection(n_components=’auto’, eps=0.1, random_state=None)

Reduce dimensionality through Gaussian random projection

The components of the random matrix are drawn from N(0, 1 / n_components).

Read more in the User Guide.

Parameters:

n_components : int or ‘auto’, optional (default = ‘auto’)

Dimensionality of the target projection space.

n_components can be automatically adjusted according to the number of samples in the dataset and the bound given by the Johnson-Lindenstrauss lemma. In that case the quality of the embedding is controlled by the eps parameter.

It should be noted that Johnson-Lindenstrauss lemma can yield very conservative estimated of the required number of components as it makes no assumption on the structure of the dataset.

eps : strictly positive float, optional (default=0.1)

Parameter to control the quality of the embedding according to the Johnson-Lindenstrauss lemma when n_components is set to ‘auto’.

Smaller values lead to better embedding and higher number of dimensions (n_components) in the target projection space.

random_state : int, RandomState instance or None, optional (default=None)

Control the pseudo random number generator used to generate the matrix at fit time. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.

Attributes:

n_component_ : int

Concrete number of components computed when n_components=”auto”.

components_ : numpy array of shape [n_components, n_features]

Random matrix used for the projection.

See also

SparseRandomProjection

Examples

>>> import numpy as np
>>> from sklearn.random_projection import GaussianRandomProjection
>>> rng = np.random.RandomState(42)
>>> X = rng.rand(100, 10000)
>>> transformer = GaussianRandomProjection(random_state=rng)
>>> X_new = transformer.fit_transform(X)
>>> X_new.shape
(100, 3947)

Methods

fit(self, X[, y])	Generate a sparse random projection matrix
fit_transform(self, X[, y])	Fit to data, then transform it.
get_params(self[, deep])	Get parameters for this estimator.
set_params(self, \*\*params)	Set the parameters of this estimator.
transform(self, X)	Project the data by using matrix product with the random matrix

__init__(self, n_components=’auto’, eps=0.1, random_state=None)

fit(self, X, y=None)

Generate a sparse random projection matrix

Parameters:

X : numpy array or scipy.sparse of shape [n_samples, n_features]

Training set: only the shape is used to find optimal random matrix dimensions based on the theory referenced in the afore mentioned papers.

y

Ignored

Returns:

self

fit_transform(self, 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(self, 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(self, **params)

Set the parameters of this estimator.

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

Returns:

self

transform(self, X)

Project the data by using matrix product with the random matrix

Parameters:

X : numpy array or scipy.sparse of shape [n_samples, n_features]

The input data to project into a smaller dimensional space.

Returns:

X_new : numpy array or scipy sparse of shape [n_samples, n_components]

Projected array.