Reduce dimensionality through Gaussian random projection
The components of the random matrix are drawn from N(0, 1 / n_components).
Read more in the :ref:`User Guide <gaussian_random_matrix>`.
.. versionadded:: 0.13
Parameters ---------- n_components : int or 'auto', optional (default = 'auto') Dimensionality of the target projection space.
n_components can be automatically adjusted according to the number of samples in the dataset and the bound given by the Johnson-Lindenstrauss lemma. In that case the quality of the embedding is controlled by the ``eps`` parameter.
It should be noted that Johnson-Lindenstrauss lemma can yield very conservative estimated of the required number of components as it makes no assumption on the structure of the dataset.
eps : strictly positive float, optional (default=0.1) Parameter to control the quality of the embedding according to the Johnson-Lindenstrauss lemma when n_components is set to 'auto'.
Smaller values lead to better embedding and higher number of dimensions (n_components) in the target projection space.
random_state : int, RandomState instance or None, optional (default=None) Controls the pseudo random number generator used to generate the projection matrix at fit time. Pass an int for reproducible output across multiple function calls. See :term:`Glossary <random_state>`.
Attributes ---------- n_components_ : int Concrete number of components computed when n_components='auto'.
components_ : numpy array of shape n_components, n_features
Random matrix used for the projection.
Examples -------- >>> import numpy as np >>> from sklearn.random_projection import GaussianRandomProjection >>> rng = np.random.RandomState(42) >>> X = rng.rand(100, 10000) >>> transformer = GaussianRandomProjection(random_state=rng) >>> X_new = transformer.fit_transform(X) >>> X_new.shape (100, 3947)
See Also -------- SparseRandomProjection