6.10.2. scikits.learn.pca.ProbabilisticPCA¶
- class scikits.learn.pca.ProbabilisticPCA(n_components=None, copy=True, whiten=False)¶
Methods
fit(X[, homoscedastic]) Additionally to PCA.fit, learns a covariance model score(X) Return a score associated to new data transform(X) Apply the dimension reduction learned on the train data. - __init__(n_components=None, copy=True, whiten=False)¶
- fit(X, homoscedastic=True)¶
Additionally to PCA.fit, learns a covariance model
Parameters : X: array of shape(n_samples, n_dim) :
The data to fit
homoscedastic: bool, optional, :
If True, average variance across remaining dimensions
- score(X)¶
Return a score associated to new data
Parameters : X: array of shape(n_samples, n_dim) :
The data to test
Returns : ll: array of shape (n_samples), :
log-likelihood of each row of X under the current model
- transform(X)¶
Apply the dimension reduction learned on the train data.