pyrfm.random_feature.RandomProjection

class pyrfm.random_feature.RandomProjection(n_components=100, distribution='rademacher', p_sparse='auto', random_state=None)[source]

Bases: sklearn.base.BaseEstimator, sklearn.base.TransformerMixin

Approximates feature map of the linear product kernel by Random Projection.

Parameters
  • n_components (int (default=100)) – Number of Monte Carlo samples per original features. Equals the dimensionality of the computed (mapped) feature space.

  • distribution (str or function (default="rademacher")) – A function for sampling random bases. Its arguments must be random_state and size. If None, the Rademacher distribution is used.

  • p_sparse (float (default="auto")) – Sparsity parameter for “sparse_rademacher” distribution. If p_sparse = 0, “sparse_rademacher” is equivalent to “rademacher”. The relationship between p_sparse and s in [1] is s = 1/(1-p). If auto, p_sparse = 1 - 1/sqrt(n_features), recommended in [1].

  • 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.

random_weights_

The sampled basis.

Type

array, or sparse matrix, shape (n_features, n_components)

References

[1] Very Sparse Random Projections. Ping Li, T. Hastie, and K. W. Church. In KDD 2006. (https://web.stanford.edu/~hastie/Papers/Ping/KDD06_rp.pdf)

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

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]

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

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

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)