Struct SparsePCA 

pub struct SparsePCA<F> { /* private fields */ }

Sparse PCA configuration.

Holds hyperparameters for the Sparse PCA decomposition. Calling Fit::fit performs the iterative elastic-net / coordinate-descent procedure and returns a FittedSparsePCA that can project new data.

Implementations

impl<F: Float + Send + Sync + 'static> SparsePCA<F>

pub fn new(n_components: usize) -> Self

Create a new SparsePCA that extracts n_components sparse components.

Defaults: alpha = 1.0, max_iter = 1000, tol = 1e-8, random_state = None.

pub fn with_alpha(self, alpha: f64) -> Self

Set the sparsity penalty weight (L1 regularisation on codes).

pub fn with_max_iter(self, max_iter: usize) -> Self

Set the maximum number of outer iterations.

pub fn with_tol(self, tol: f64) -> Self

Set the convergence tolerance.

pub fn with_random_state(self, seed: u64) -> Self

Set the random seed for reproducible results.

pub fn n_components(&self) -> usize

Return the configured number of components.

pub fn alpha(&self) -> f64

Return the configured sparsity penalty.

pub fn max_iter(&self) -> usize

Return the configured maximum iterations.

pub fn tol(&self) -> f64

Return the configured tolerance.

Trait Implementations

impl<F: Clone> Clone for SparsePCA<F>

fn clone(&self) -> SparsePCA<F>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<F: Debug> Debug for SparsePCA<F>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<F: Float + Send + Sync + 'static> Fit<ArrayBase<OwnedRepr<F>, Dim<[usize; 2]>>, ()> for SparsePCA<F>

fn fit(&self, x: &Array2<F>, _y: &()) -> Result<FittedSparsePCA<F>, FerroError>

Fit Sparse PCA by alternating sparse coding and dictionary update.

Errors

• FerroError::InvalidParameter if n_components is zero or exceeds the number of features.
• FerroError::InsufficientSamples if there are fewer than 2 samples.

type Fitted = FittedSparsePCA<F>

The fitted model type returned by fit.

type Error = FerroError

The error type returned by fit.