package sklearn

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type tag = [
  1. | `TruncatedSVD
]
type t = [ `BaseEstimator | `Object | `TransformerMixin | `TruncatedSVD ] Obj.t
val of_pyobject : Py.Object.t -> t
val to_pyobject : [> tag ] Obj.t -> Py.Object.t
val as_transformer : t -> [ `TransformerMixin ] Obj.t
val as_estimator : t -> [ `BaseEstimator ] Obj.t
val create : ?n_components:int -> ?algorithm:string -> ?n_iter:int -> ?random_state:int -> ?tol:float -> unit -> t

Dimensionality reduction using truncated SVD (aka LSA).

This transformer performs linear dimensionality reduction by means of truncated singular value decomposition (SVD). Contrary to PCA, this estimator does not center the data before computing the singular value decomposition. This means it can work with sparse matrices efficiently.

In particular, truncated SVD works on term count/tf-idf matrices as returned by the vectorizers in :mod:`sklearn.feature_extraction.text`. In that context, it is known as latent semantic analysis (LSA).

This estimator supports two algorithms: a fast randomized SVD solver, and a 'naive' algorithm that uses ARPACK as an eigensolver on `X * X.T` or `X.T * X`, whichever is more efficient.

Read more in the :ref:`User Guide <LSA>`.

Parameters ---------- n_components : int, default = 2 Desired dimensionality of output data. Must be strictly less than the number of features. The default value is useful for visualisation. For LSA, a value of 100 is recommended.

algorithm : string, default = 'randomized' SVD solver to use. Either 'arpack' for the ARPACK wrapper in SciPy (scipy.sparse.linalg.svds), or 'randomized' for the randomized algorithm due to Halko (2009).

n_iter : int, optional (default 5) Number of iterations for randomized SVD solver. Not used by ARPACK. The default is larger than the default in :func:`~sklearn.utils.extmath.randomized_svd` to handle sparse matrices that may have large slowly decaying spectrum.

random_state : int, RandomState instance, default=None Used during randomized svd. Pass an int for reproducible results across multiple function calls. See :term:`Glossary <random_state>`.

tol : float, optional Tolerance for ARPACK. 0 means machine precision. Ignored by randomized SVD solver.

Attributes ---------- components_ : array, shape (n_components, n_features)

explained_variance_ : array, shape (n_components,) The variance of the training samples transformed by a projection to each component.

explained_variance_ratio_ : array, shape (n_components,) Percentage of variance explained by each of the selected components.

singular_values_ : array, shape (n_components,) The singular values corresponding to each of the selected components. The singular values are equal to the 2-norms of the ``n_components`` variables in the lower-dimensional space.

Examples -------- >>> from sklearn.decomposition import TruncatedSVD >>> from scipy.sparse import random as sparse_random >>> from sklearn.random_projection import sparse_random_matrix >>> X = sparse_random(100, 100, density=0.01, format='csr', ... random_state=42) >>> svd = TruncatedSVD(n_components=5, n_iter=7, random_state=42) >>> svd.fit(X) TruncatedSVD(n_components=5, n_iter=7, random_state=42) >>> print(svd.explained_variance_ratio_) 0.0646... 0.0633... 0.0639... 0.0535... 0.0406... >>> print(svd.explained_variance_ratio_.sum()) 0.286... >>> print(svd.singular_values_) 1.553... 1.512... 1.510... 1.370... 1.199...

See also -------- PCA

References ---------- Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions Halko, et al., 2009 (arXiv:909) https://arxiv.org/pdf/0909.4061.pdf

Notes ----- SVD suffers from a problem called 'sign indeterminacy', which means the sign of the ``components_`` and the output from transform depend on the algorithm and random state. To work around this, fit instances of this class to data once, then keep the instance around to do transformations.

val fit : ?y:Py.Object.t -> x:[> `ArrayLike ] Np.Obj.t -> [> tag ] Obj.t -> t

Fit LSI model on training data X.

Parameters ---------- X : array-like, sparse matrix, shape (n_samples, n_features) Training data.

y : Ignored

Returns ------- self : object Returns the transformer object.

val fit_transform : ?y:Py.Object.t -> x:[> `ArrayLike ] Np.Obj.t -> [> tag ] Obj.t -> [> `ArrayLike ] Np.Obj.t

Fit LSI model to X and perform dimensionality reduction on X.

Parameters ---------- X : array-like, sparse matrix, shape (n_samples, n_features) Training data.

y : Ignored

Returns ------- X_new : array, shape (n_samples, n_components) Reduced version of X. This will always be a dense array.

val get_params : ?deep:bool -> [> tag ] Obj.t -> Dict.t

Get parameters for this estimator.

Parameters ---------- deep : bool, default=True If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns ------- params : mapping of string to any Parameter names mapped to their values.

val inverse_transform : x:[> `ArrayLike ] Np.Obj.t -> [> tag ] Obj.t -> [> `ArrayLike ] Np.Obj.t

Transform X back to its original space.

Returns an array X_original whose transform would be X.

Parameters ---------- X : array-like, shape (n_samples, n_components) New data.

Returns ------- X_original : array, shape (n_samples, n_features) Note that this is always a dense array.

val set_params : ?params:(string * Py.Object.t) list -> [> tag ] Obj.t -> t

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.

Parameters ---------- **params : dict Estimator parameters.

Returns ------- self : object Estimator instance.

val transform : x:[> `ArrayLike ] Np.Obj.t -> [> tag ] Obj.t -> [> `ArrayLike ] Np.Obj.t

Perform dimensionality reduction on X.

Parameters ---------- X : array-like, sparse matrix, shape (n_samples, n_features) New data.

Returns ------- X_new : array, shape (n_samples, n_components) Reduced version of X. This will always be a dense array.

val components_ : t -> [> `ArrayLike ] Np.Obj.t

Attribute components_: get value or raise Not_found if None.

val components_opt : t -> [> `ArrayLike ] Np.Obj.t option

Attribute components_: get value as an option.

val explained_variance_ : t -> [> `ArrayLike ] Np.Obj.t

Attribute explained_variance_: get value or raise Not_found if None.

val explained_variance_opt : t -> [> `ArrayLike ] Np.Obj.t option

Attribute explained_variance_: get value as an option.

val explained_variance_ratio_ : t -> [> `ArrayLike ] Np.Obj.t

Attribute explained_variance_ratio_: get value or raise Not_found if None.

val explained_variance_ratio_opt : t -> [> `ArrayLike ] Np.Obj.t option

Attribute explained_variance_ratio_: get value as an option.

val singular_values_ : t -> [> `ArrayLike ] Np.Obj.t

Attribute singular_values_: get value or raise Not_found if None.

val singular_values_opt : t -> [> `ArrayLike ] Np.Obj.t option

Attribute singular_values_: get value as an option.

val to_string : t -> string

Print the object to a human-readable representation.

val show : t -> string

Print the object to a human-readable representation.

val pp : Format.formatter -> t -> unit

Pretty-print the object to a formatter.

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