Module random_projection 

Random projection transformers for dimensionality reduction.

Random projections preserve pairwise distances in expectation (Johnson-Lindenstrauss lemma).

• GaussianRandomProjection — dense Gaussian random matrix
• SparseRandomProjection — sparse random matrix with {-1, 0, +1} entries

Structs

FittedGaussianRandomProjection

Fitted Gaussian random projection holding the projection matrix.

FittedSparseRandomProjection

Fitted sparse random projection holding the projection matrix.

GaussianRandomProjection

Gaussian random projection transformer.

SparseRandomProjection

Sparse random projection transformer.