Python sklearn.decomposition.FactorAnalysis() Examples

The following are 8 code examples of sklearn.decomposition.FactorAnalysis(). You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may also want to check out all available functions/classes of the module sklearn.decomposition , or try the search function .
Example #1
Source File: test_decomposition.py    From pandas-ml with BSD 3-Clause "New" or "Revised" License 7 votes vote down vote up
def test_objectmapper(self):
        df = pdml.ModelFrame([])
        self.assertIs(df.decomposition.PCA, decomposition.PCA)
        self.assertIs(df.decomposition.IncrementalPCA,
                      decomposition.IncrementalPCA)
        self.assertIs(df.decomposition.KernelPCA, decomposition.KernelPCA)
        self.assertIs(df.decomposition.FactorAnalysis,
                      decomposition.FactorAnalysis)
        self.assertIs(df.decomposition.FastICA, decomposition.FastICA)
        self.assertIs(df.decomposition.TruncatedSVD, decomposition.TruncatedSVD)
        self.assertIs(df.decomposition.NMF, decomposition.NMF)
        self.assertIs(df.decomposition.SparsePCA, decomposition.SparsePCA)
        self.assertIs(df.decomposition.MiniBatchSparsePCA,
                      decomposition.MiniBatchSparsePCA)
        self.assertIs(df.decomposition.SparseCoder, decomposition.SparseCoder)
        self.assertIs(df.decomposition.DictionaryLearning,
                      decomposition.DictionaryLearning)
        self.assertIs(df.decomposition.MiniBatchDictionaryLearning,
                      decomposition.MiniBatchDictionaryLearning)

        self.assertIs(df.decomposition.LatentDirichletAllocation,
                      decomposition.LatentDirichletAllocation) 
Example #2
Source File: ml_tune.py    From ml-parameter-optimization with MIT License 6 votes vote down vote up
def dim_reduction_method(self):
        """
        select dimensionality reduction method
        """
        if self.dim_reduction=='pca':
            return PCA()
        elif self.dim_reduction=='factor-analysis':
            return FactorAnalysis()
        elif self.dim_reduction=='fast-ica':
            return FastICA()
        elif self.dim_reduction=='kernel-pca':
            return KernelPCA()
        elif self.dim_reduction=='sparse-pca':
            return SparsePCA()
        elif self.dim_reduction=='truncated-svd':
            return TruncatedSVD()
        elif self.dim_reduction!=None:
            raise ValueError('%s is not a supported dimensionality reduction method. Valid inputs are: \
                             "pca","factor-analysis","fast-ica,"kernel-pca","sparse-pca","truncated-svd".' 
                             %(self.dim_reduction)) 
Example #3
Source File: utils.py    From MNIST-baselines with MIT License 5 votes vote down vote up
def FA(data, dim):
    fa = FactorAnalysis(n_components=dim)
    fa.fit(data)
    return fa.transform(data) 
Example #4
Source File: feature_extraction.py    From open-solution-value-prediction with MIT License 5 votes vote down vote up
def __init__(self, **kwargs):
        super().__init__()
        self.estimator = sk_d.FactorAnalysis(**kwargs) 
Example #5
Source File: reduction.py    From aggregation with Apache License 2.0 5 votes vote down vote up
def compute_scores(X):
    pca = PCA()
    fa = FactorAnalysis()

    pca_scores, fa_scores = [], []
    for n in n_components:
        pca.n_components = n
        fa.n_components = n
        pca_scores.append(np.mean(cross_val_score(pca, X)))
        fa_scores.append(np.mean(cross_val_score(fa, X)))

    return pca_scores, fa_scores 
Example #6
Source File: model.py    From numerai-cli with MIT License 5 votes vote down vote up
def __init__(self, inverse_l2=0.0001, verbose=False):
        self.verbose = verbose
        self.model = pipeline.make_pipeline(
            decomposition.FactorAnalysis(),
            LogisticRegression(
                C=inverse_l2, solver='liblinear', verbose=verbose)
        ) 
Example #7
Source File: example.py    From ZIFA with MIT License 4 votes vote down vote up
def testAlgorithm():
    import matplotlib.pyplot as plt

    random.seed(35)
    np.random.seed(32)

    n = 200
    d = 20
    k = 2
    sigma = .3
    n_clusters = 3
    decay_coef = .1

    X, Y, Z, ids = generateSimulatedDimensionalityReductionData(n_clusters, n, d, k, sigma, decay_coef)

    Zhat, params = block_ZIFA.fitModel(Y, k)
    colors = ['red', 'blue', 'green']
    cluster_ids = sorted(list(set(ids)))
    model = FactorAnalysis(n_components=k)
    factor_analysis_Zhat = model.fit_transform(Y)

    plt.figure(figsize=[15, 5])

    plt.subplot(131)
    for id in cluster_ids:
        plt.scatter(Z[ids == id, 0], Z[ids == id, 1], color=colors[id - 1], s=4)
        plt.title('True Latent Positions\nFraction of Zeros %2.3f' % (Y == 0).mean())
        plt.xlim([-4, 4])
        plt.ylim([-4, 4])

    plt.subplot(132)
    for id in cluster_ids:
        plt.scatter(Zhat[ids == id, 0], Zhat[ids == id, 1], color=colors[id - 1], s=4)
        plt.xlim([-4, 4])
        plt.ylim([-4, 4])
        plt.title('ZIFA Estimated Latent Positions')
        # title(titles[method])

    plt.subplot(133)
    for id in cluster_ids:
        plt.scatter(factor_analysis_Zhat[ids == id, 0], factor_analysis_Zhat[ids == id, 1], color = colors[id - 1], s = 4)
        plt.xlim([-4, 4])
        plt.ylim([-4, 4])
        plt.title('Factor Analysis Estimated Latent Positions')

    plt.show() 
Example #8
Source File: ZIFA.py    From ZIFA with MIT License 4 votes vote down vote up
def initializeParams(Y, K, singleSigma=False, makePlot=False):
	"""
	initializes parameters using a standard factor analysis model (on imputed data) + exponential curve fitting.
	Checked.
	Input:
	Y: data matrix, n_samples x n_genes
	K: number of latent components
	singleSigma: uses only a single sigma as opposed to a different sigma for every gene
	makePlot: makes a mu - p_0 plot and shows the decaying exponential fit.
	Returns:
	A, mus, sigmas, decay_coef: initialized model parameters.
	"""

	N, D = Y.shape
	model = FactorAnalysis(n_components=K)
	zeroedY = deepcopy(Y)
	mus = np.zeros([D, 1])

	for j in range(D):
		non_zero_idxs = np.abs(Y[:, j]) > 1e-6
		mus[j] = zeroedY[:, j].mean()
		zeroedY[:, j] = zeroedY[:, j] - mus[j]

	model.fit(zeroedY)

	A = model.components_.transpose()
	sigmas = np.atleast_2d(np.sqrt(model.noise_variance_)).transpose()
	if singleSigma:
		sigmas = np.mean(sigmas) * np.ones(sigmas.shape)

	# Now fit decay coefficient
	means = []
	ps = []
	for j in range(D):
		non_zero_idxs = np.abs(Y[:, j]) > 1e-6
		means.append(Y[non_zero_idxs, j].mean())
		ps.append(1 - non_zero_idxs.mean())

	decay_coef, pcov = curve_fit(exp_decay, means, ps, p0=.05)
	decay_coef = decay_coef[0]

	mse = np.mean(np.abs(ps - np.exp(-decay_coef * (np.array(means) ** 2))))

	if (mse > 0) and makePlot:
		from matplotlib.pyplot import figure, scatter, plot, title, show
		figure()
		scatter(means, ps)
		plot(np.arange(min(means), max(means), .1), np.exp(-decay_coef * (np.arange(min(means), max(means), .1) ** 2)))
		title('Decay Coef is %2.3f; MSE is %2.3f' % (decay_coef, mse))
		show()

	return A, mus, sigmas, decay_coef