Mini-batch Sparse Principal Components Analysis
Finds the set of sparse components that can optimally reconstruct the data. The amount of sparseness is controllable by the coefficient of the L1 penalty, given by the parameter alpha.
Read more in the :ref:`User Guide <SparsePCA>`.
Parameters ---------- n_components : int, number of sparse atoms to extract
alpha : int, Sparsity controlling parameter. Higher values lead to sparser components.
ridge_alpha : float, Amount of ridge shrinkage to apply in order to improve conditioning when calling the transform method.
n_iter : int, number of iterations to perform for each mini batch
callback : callable or None, optional (default: None) callable that gets invoked every five iterations
batch_size : int, the number of features to take in each mini batch
verbose : int Controls the verbosity; the higher, the more messages. Defaults to 0.
shuffle : boolean, whether to shuffle the data before splitting it in batches
n_jobs : int or None, optional (default=None) Number of parallel jobs to run. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary <n_jobs>` for more details.
method : 'lars', 'cd'
lars: uses the least angle regression method to solve the lasso problem (linear_model.lars_path) cd: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso). Lars will be faster if the estimated components are sparse.
random_state : int, RandomState instance or None, optional (default=None) If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`.
normalize_components : 'deprecated' This parameter does not have any effect. The components are always normalized.
.. versionadded:: 0.20
.. deprecated:: 0.22 ``normalize_components`` is deprecated in 0.22 and will be removed in 0.24.
Attributes ---------- components_ : array, n_components, n_features
Sparse components extracted from the data.
n_iter_ : int Number of iterations run.
mean_ : array, shape (n_features,) Per-feature empirical mean, estimated from the training set. Equal to ``X.mean(axis=0)``.
Examples -------- >>> import numpy as np >>> from sklearn.datasets import make_friedman1 >>> from sklearn.decomposition import MiniBatchSparsePCA >>> X, _ = make_friedman1(n_samples=200, n_features=30, random_state=0) >>> transformer = MiniBatchSparsePCA(n_components=5, batch_size=50, ... random_state=0) >>> transformer.fit(X) MiniBatchSparsePCA(...) >>> X_transformed = transformer.transform(X) >>> X_transformed.shape (200, 5) >>> # most values in the components_ are zero (sparsity) >>> np.mean(transformer.components_ == 0) 0.94
See also -------- PCA SparsePCA DictionaryLearning