Added center option to validation, + naming updates
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29509902df
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@ -119,7 +119,7 @@ def pca_cv_val(a, amax, n_sets):
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aopt = find_aopt_from_sep(sep)
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aopt = find_aopt_from_sep(sep)
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return sep, aopt
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return sep, aopt
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def pls_jkW(a, b, amax, n_blocks=None, algo='pls', use_pack=True):
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def pls_jkW(a, b, amax, n_blocks=None, algo='pls', use_pack=False, center=True):
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""" Returns CV-segments of paramter W for wide X.
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""" Returns CV-segments of paramter W for wide X.
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todo: add support for T,Q and B
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todo: add support for T,Q and B
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@ -127,23 +127,26 @@ def pls_jkW(a, b, amax, n_blocks=None, algo='pls', use_pack=True):
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if n_blocks == None:
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if n_blocks == None:
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n_blocks = b.shape[0]
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n_blocks = b.shape[0]
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WW = empty((n_blocks, a.shape[1], amax), dtype='f')
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Wcv = empty((n_blocks, a.shape[1], amax), dtype='f')
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if use_pack:
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if use_pack:
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u, s, inflater = svd(a, full_matrices=0)
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u, s, inflater = svd(a, full_matrices=0)
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a = u*s
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a = u*s
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V = pls_gen(a, b, n_blocks=n_blocks)
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V = pls_gen(a, b, n_blocks=n_blocks, center=center)
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for nn,(a_in, a_out, b_in, b_out) in enumerate(V):
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for nn,(a_in, a_out, b_in, b_out) in enumerate(V):
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if algo=='pls':
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if algo=='pls':
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dat = pls(a_in, b_in, amax, 'loads', 'fast')
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dat = pls(a_in, b_in, amax, 'loads', 'fast')
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elif algo=='bridge':
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elif algo=='bridge':
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dat = bridge(a_in, b_in, amax, 'loads', 'fast')
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dat = bridge(a_in, b_in, amax, 'loads', 'fast')
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W = dat['W']
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W = dat['W']
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if use_pack:
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if use_pack:
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W = dot(inflater.T, W)
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W = dot(inflater.T, W)
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WW[nn,:,:] = W
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Wcv[nn,:,:] = W
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return WW
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return Wcv
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def pca_jkP(a, aopt, n_blocks=None):
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def pca_jkP(a, aopt, n_blocks=None):
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"""Returns loading from PCA on CV-segments.
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"""Returns loading from PCA on CV-segments.
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