pyrfm.random_feature.RandomFourier¶
-
class
pyrfm.random_feature.RandomFourier(n_components=100, kernel='rbf', gamma='auto', use_offset=False, random_state=None)[source]¶ Bases:
sklearn.base.BaseEstimator,sklearn.base.TransformerMixinApproximates feature map of the RBF kernel by Random Fourier Feature map.
- Parameters
n_components (int (default=100)) – Number of Monte Carlo samples per original features. Equals the dimensionality of the computed (mapped) feature space.
kernel (str (default="rbf")) – Kernel to be approximated. Now only “rbf” can be used.
gamma (float or str (default="auto")) – Parameter for the RBF kernel.
use_offset (bool (default=False)) – If True, Z(x) = (cos(w_1x+b_1), cos(w_2x+b_2), … , cos(w_Dx+b_D), where w is random_weights and b is offset (D=n_components). If False, Z(x) = (cos(w_1x), …, cos(w_{D/2}x), sin(w_1x), …, sin(w_{D/2}x)).
random_state (int, RandomState instance or None, optional (default=None)) – If int, random_state is the seed used by the random number generator; If np.RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.
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random_weights_¶ The sampled basis.
- Type
array, shape (n_features, n_components) (use_offset=True) or (n_features, n_components/2) (otherwise)
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random_offset_¶ The sampled offset vector. If use_offset=False, random_offset_=None.
- Type
array or None, shape (n_components, )
References
[1] Random Features for Large-Scale Kernel Machines. Ali Rahimi and Ben Recht. In NIPS 2007. (https://people.eecs.berkeley.edu/~brecht/papers/07.rah.rec.nips.pdf)
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fit(X, y=None)[source]¶ Generate random weights according to n_features.
- Parameters
X ({array-like, sparse matrix}, shape (n_samples, n_features)) – Training data, where n_samples is the number of samples and n_features is the number of features.
- Returns
self – Returns the transformer.
- Return type
object
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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 – Transformed array.
- Return type
numpy array of shape [n_samples, n_features_new]
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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 – Parameter names mapped to their values.
- Return type
mapping of string to any
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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 latter have parameters of the form
<component>__<parameter>so that it’s possible to update each component of a nested object.- Returns
- Return type
self
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transform(X)[source]¶ Apply the approximate feature map to X.
- Parameters
X ({array-like, sparse matrix}, shape (n_samples, n_features)) – New data, where n_samples is the number of samples and n_features is the number of features.
- Returns
X_new
- Return type
array-like, shape (n_samples, n_components)