linear_MVP: Maximum Variance Projection

In Rdimtools: Dimension Reduction and Estimation Methods

Maximum Variance Projection

Description

Maximum Variance Projection (MVP) is a supervised method based on linear discriminant analysis (LDA). In addition to classical LDA, it further aims at preserving local information by capturing the local geometry of the manifold via the following proximity coding,

S_{ij} = 1\quad\textrm{if}\quad C_i \ne C_j\quad\textrm{and} = 0 \quad\textrm{otherwise}

, where C_i is the label of an i-th data point.

Usage

do.mvp(X, label, ndim = 2)

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.

Value

a named Rdimtools S3 object containing

Y

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

projection

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

algorithm

name of the algorithm.

Author(s)

Kisung You

References

\insertRef

zhang_maximum_2007Rdimtools

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 MVP and compare with others
outMVP = do.mvp(X, label)
outPCA = do.pca(X)
outLDA = do.lda(X, label)

## visualize
opar <- par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(outMVP$Y, col=label, pch=19, main="MVP")
plot(outPCA$Y, col=label, pch=19, main="PCA")
plot(outLDA$Y, col=label, pch=19, main="LDA")
par(opar)

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