Libraries/Microsoft.ML.PCA.xml

<?xml version="1.0"?>
<doc>
    <assembly>
        <name>Microsoft.ML.PCA</name>
    </assembly>
    <members>
        <member name="T:Microsoft.ML.Runtime.PCA.RandomizedPcaTrainer">
            <summary>
            This trainer trains an approximate PCA using Randomized SVD algorithm
            Reference: http://web.stanford.edu/group/mmds/slides2010/Martinsson.pdf
            </summary>
            <remarks>
            This PCA can be made into Kernel PCA by using Random Fourier Features transform
            </remarks>
        </member>
        <member name="M:Microsoft.ML.Runtime.PCA.RandomizedPcaTrainer.PostProcess(Microsoft.ML.Runtime.Data.VBuffer{System.Single}[],System.Single[],System.Single[],System.Int32,System.Int32)">
            <summary>
            Modifies <paramref name="y"/> in place so it becomes <paramref name="y"/> * eigenvectors / eigenvalues.
            </summary>
        </member>
        <member name="T:Microsoft.ML.Runtime.PCA.PcaPredictor">
            <summary>
            An anomaly detector using PCA.
            - The algorithm uses the top eigenvectors to approximate the subspace containing the normal class
            - For each new instance, it computes the norm difference between the raw feature vector and the projected feature on that subspace.
            - - If the error is close to 0, the instance is considered normal (non-anomaly).
            </summary>
        </member>
        <member name="M:Microsoft.ML.Runtime.PCA.PcaPredictor.GetEigenVectors(Microsoft.ML.Runtime.Data.VBuffer{System.Single}[]@,System.Int32@)">
            <summary>
            Copies the top eigenvectors of the covariance matrix of the training data
            into a set of buffers.
            </summary>
            <param name="vectors">A possibly reusable set of vectors, which will
            be expanded as necessary to accomodate the data.</param>
            <param name="rank">Set to the rank, which is also the logical length
            of <paramref name="vectors"/>.</param>
        </member>
        <member name="M:Microsoft.ML.Runtime.PCA.PcaPredictor.GetMean(Microsoft.ML.Runtime.Data.VBuffer{System.Single}@)">
            <summary>
            Copies the mean vector of the training data.
            </summary>
        </member>
        <member name="M:Microsoft.ML.Runtime.Data.PcaTransform.#ctor(Microsoft.ML.Runtime.IHostEnvironment,Microsoft.ML.Runtime.Data.PcaTransform.Arguments,Microsoft.ML.Runtime.Data.IDataView)">
            <summary>
            Public constructor corresponding to SignatureDataTransform.
            </summary>
        </member>
    </members>
</doc>