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simple PCA implementation in clojure
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(ns pca | |
(:require [clojure.core.matrix :as m] | |
[clojure.core.matrix.linear :as ml] | |
[clojure.core.matrix.utils :as mu] | |
[clojure.core.matrix.stats :as ms])) | |
;; dependency: [net.mikera/core.matrix "0.57.0"] | |
(defn fit! [m & {:keys [num-components transform?]}] | |
(let [mean (ms/mean m) ;; per-column mean | |
{:keys [U S V*]} (ml/svd (m/sub! m mean)) | |
[U S V*] (if (and num-components (not= num-components (m/column-count m))) | |
[(m/submatrix U 1 [0 num-components]) | |
(m/subvector S 0 num-components) | |
(m/submatrix V* 1 [0 num-components])] | |
[U S V*]) | |
n (m/row-count m)] | |
(merge {:m (m/ecount S) | |
:explained-variance (m/emap #(/ (* % %) n) S) | |
:components V* | |
:mean mean} | |
(when transform? | |
(let [impl U ;; defines matrix implementation | |
S (m/diagonal-matrix impl S)] | |
{:transform (m/mmul U S)}))))) | |
(defn transform! [model m] | |
(let [{:keys [components mean]} model] | |
(m/mmul (m/sub! m mean) components))) | |
(defn- apply-kv [f & args] | |
(apply f (concat (butlast args) (apply concat (last args))))) | |
(defn fit | |
"Choose principal axes from matrix m." | |
[m & {:keys [num-components transform?] :as args}] | |
(apply-kv fit! (m/clone m) args)) | |
(defn transform | |
"Project rows of matrix m onto principal axes of model." | |
[model m] | |
(transform! model (mu/copy-double-array m))) |
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(require '[pca :refer :all]) | |
(require '[clojure.core.matrix :as m]) | |
(require 'apache-commons-matrix.core) | |
;; dependency: [apache-commons-matrix "0.3.1"] | |
(pca/fit (m/matrix :apache-commons | |
[[-1 -1] | |
[-2 -1] | |
[-3 -2] | |
[1 1] | |
[2 1] | |
[3 2]])) | |
;; {:m 2, | |
;; :explained-variance [6.616285933932034, 0.05038073273463172], | |
;; :components | |
;; [[0.8384922379048739 0.5449135408239331] | |
;; [0.5449135408239331 -0.8384922379048739]], | |
;; :mean [0.0 0.0]} |
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