linear_KMVP: Kernel-Weighted Maximum Variance Projection

In Rdimtools: Dimension Reduction and Estimation Methods

Kernel-Weighted Maximum Variance Projection

Description

Kernel-Weighted Maximum Variance Projection (KMVP) is a generalization of Maximum Variance Projection (MVP). Even though its name contains kernel, it is not related to kernel trick well known in the machine learning community. Rather, it generalizes the binary penalization on class discrepancy,

S_{ij} = \exp(-\|x_i-x_j\|^2/t) \quad\textrm{if}\quad C_i \ne C_j

where x_i is an i-th data point and t a kernel bandwidth (bandwidth). Note that when the bandwidth value is too small, it might suffer from numerical instability and rank deficiency due to its formulation.

Usage

do.kmvp(
  X,
  label,
  ndim = 2,
  preprocess = c("center", "scale", "cscale", "decorrelate", "whiten"),
  bandwidth = 1
)

Arguments

X	an (n\times p) matrix or data frame whose rows are observations and columns represent independent variables.
label	a length-n vector of data class labels.
ndim	an integer-valued target dimension.
preprocess	an additional option for preprocessing the data. Default is "center". See also aux.preprocess for more details.
bandwidth	bandwidth parameter for heat kernel as the equation above.

Value

a named list containing

Y

an (n\times ndim) matrix whose rows are embedded observations.

trfinfo

a list containing information for out-of-sample prediction.

projection

a (p\times ndim) whose columns are basis for projection.

Author(s)

Kisung You

References

\insertRef

zhang_maximum_2007Rdimtools

See Also

do.mvp

Examples

## use iris data
data(iris)
set.seed(100)
subid = sample(1:150, 50)
X     = as.matrix(iris[subid,1:4])
label = as.factor(iris[subid,5])

## perform KMVP with different bandwidths
out1 = do.kmvp(X, label, bandwidth=0.1)
out2 = do.kmvp(X, label, bandwidth=1)
out3 = do.kmvp(X, label, bandwidth=10)

## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(out1$Y, main="bandwidth=0.1", col=label, pch=19)
plot(out2$Y, main="bandwidth=1",   col=label, pch=19)
plot(out3$Y, main="bandwidth=10",  col=label, pch=19)
par(opar)

Rdimtools documentation built on Dec. 28, 2022, 1:44 a.m.