#region License Information /* HeuristicLab * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Algorithms.DataAnalysis { [Item("PCA", "Initializes the matrix by performing a principal components analysis.")] [StorableClass] public sealed class PCAInitializer : Item, INCAInitializer { [StorableConstructor] private PCAInitializer(bool deserializing) : base(deserializing) { } private PCAInitializer(PCAInitializer original, Cloner cloner) : base(original, cloner) { } public PCAInitializer() : base() { } public override IDeepCloneable Clone(Cloner cloner) { return new PCAInitializer(this, cloner); } public double[] Initialize(IClassificationProblemData data, int dimensions) { var instances = data.TrainingIndices.Count(); var attributes = data.AllowedInputVariables.Count(); var pcaDs = new double[instances, attributes]; int col = 0; foreach (var variable in data.AllowedInputVariables) { int row = 0; foreach (var value in data.Dataset.GetDoubleValues(variable, data.TrainingIndices)) { pcaDs[row, col] = value; row++; } col++; } int info; double[] varianceValues; double[,] matrix; alglib.pcabuildbasis(pcaDs, instances, attributes, out info, out varianceValues, out matrix); var result = new double[attributes * dimensions]; for (int i = 0; i < attributes; i++) for (int j = 0; j < dimensions; j++) result[i * dimensions + j] = matrix[i, j]; return result; } } }