knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "man/figures/README-" )
Implementation of Frequent-Directions algorithm for efficient matrix sketching [E. Liberty, SIGKDD2013]
# Not yet onCRAN install.packages("frequentdirections") # Or the development version from GitHub: install.packages("devtools") devtools::install_github("shinichi-takayanagi/frequentdirections")
# (Meaningless) dummy data size_col <- 50 size_row <- 10^3 x <- matrix( c(rnorm(size_row * size_col), rnorm(size_row * size_col, mean=1)), ncol = size_col, byrow = TRUE ) x <- scale(x) y <- rep(1:2, each=size_row) # Show 2D plot using SVD frequentdirections::plot_svd(x, y) # Matrix Skethinc(l=6) b <- frequentdirections::sketching(x, 6, 10^(-8)) # Show 2D plot using sketched matrix and show similar result with the above # That means that 6 dim is enough to express the original data matrix (x) frequentdirections::plot_svd(x, y, b)
For more details using real world data, See vignette.
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