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Some pca cv updates

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This commit is contained in:
Arnar Flatberg 2007-12-17 17:05:09 +00:00
parent ac4456474b
commit c58f0ef453
1 changed files with 5 additions and 4 deletions
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9
pyblm/crossvalidation.py
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@ -63,7 +63,7 @@ def pca_val(a, a_max, nsets=None, center_axis=[0], method='cv'):
# impute with mean values # impute with mean values
b = a.copy() b = a.copy()
a.put(val, new_values) a.put(val, new_values)
dat = pca(a, a_max, mode='normal', center_axis=center_axis) dat = pca(a, a_max, mode='fast', center_axis=center_axis)
Ti, Pi = dat['T'], dat['P'] Ti, Pi = dat['T'], dat['P']
bc = b - dat['mnx'] bc = b - dat['mnx']
bc2 = b - b.mean(0) bc2 = b - b.mean(0)
@ -85,14 +85,15 @@ def pca_val(a, a_max, nsets=None, center_axis=[0], method='cv'):
e = eye(m) e = eye(m)
rmat = zeros((m, m)) rmat = zeros((m, m))
for j, p in enumerate(P.T): for j, p in enumerate(P.T):
d2 = diag(e) - (p**2).ravel() #d2 = diag(e) - (p**2).ravel()
e = e - dot(p, p.T) e = e - dot(p, p.T)
d = diag(e) d = diag(e)
es = e/atleast_2d(d) es = e/atleast_2d(d)
xhat[j,:,:] = dot(xval, es) xhat[j,cal,:] = dot(xval, es)
err[i, a] = (dot(xval, es)**2).sum() err[j,cal,:] = (xhat - xval)**2
rmsep = sqrt(err).mean(1) # take mean over samples rmsep = sqrt(err).mean(1) # take mean over samples
if method == ''
rmsep2 = sqrt(err_mn).mean(1) rmsep2 = sqrt(err_mn).mean(1)
aopt = rmsep.mean(-1).argmin() aopt = rmsep.mean(-1).argmin()
return rmsep, xhat, aopt, err, rmsep2 return rmsep, xhat, aopt, err, rmsep2