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This class implements AMF (alternating matrix factorization) on the given matrix V. More...
Public Member Functions | |
AMF (const TerminationPolicyType &terminationPolicy=TerminationPolicyType(), const InitializationRuleType &initializeRule=InitializationRuleType(), const UpdateRuleType &update=UpdateRuleType()) | |
Create the AMF object and (optionally) set the parameters which AMF will run with. More... | |
template<typename MatType > | |
double | Apply (const MatType &V, const size_t r, arma::mat &W, arma::mat &H) |
Apply Alternating Matrix Factorization to the provided matrix. More... | |
const InitializationRuleType & | InitializeRule () const |
Access the initialization rule. More... | |
InitializationRuleType & | InitializeRule () |
Modify the initialization rule. More... | |
const TerminationPolicyType & | TerminationPolicy () const |
Access the termination policy. More... | |
TerminationPolicyType & | TerminationPolicy () |
Modify the termination policy. More... | |
const UpdateRuleType & | Update () const |
Access the update rule. More... | |
UpdateRuleType & | Update () |
Modify the update rule. More... | |
Private Attributes | |
InitializationRuleType | initializationRule |
Instantiated initialization Rule. More... | |
TerminationPolicyType | terminationPolicy |
Termination policy. More... | |
UpdateRuleType | update |
Instantiated update rule. More... | |
This class implements AMF (alternating matrix factorization) on the given matrix V.
Alternating matrix factorization decomposes V in the form where W is called the basis matrix and H is called the encoding matrix. V is taken to be of size n x m and the obtained W is n x r and H is r x m. The size r is called the rank of the factorization.
The implementation requires three template types; the first contains the policy used to determine when the algorithm has converged; the second contains the initialization rule for the W and H matrix; the last contains the update rule to be used during each iteration. This templatization allows the user to try various update rules, initialization rules, and termination policies (including ones not supplied with mlpack) for factorization. By default, the template parameters to AMF implement non-negative matrix factorization with the multiplicative distance update.
A simple example of how to run AMF (or NMF) is shown below.
TerminationPolicy | The policy to use for determining when the factorization has converged. |
InitializationRule | The initialization rule for initializing W and H matrix. |
UpdateRule | The update rule for calculating W and H matrix at each iteration. |
mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::AMF | ( | const TerminationPolicyType & | terminationPolicy = TerminationPolicyType() , |
const InitializationRuleType & | initializeRule = InitializationRuleType() , |
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const UpdateRuleType & | update = UpdateRuleType() |
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Create the AMF object and (optionally) set the parameters which AMF will run with.
The minimum residue refers to the root mean square of the difference between two subsequent iterations of the product W * H. A low residue indicates that subsequent iterations are not producing much change in W and H. Once the residue goes below the specified minimum residue, the algorithm terminates.
initializationRule | Optional instantiated InitializationRule object for initializing the W and H matrices. |
updateRule | Optional instantiated UpdateRule object; this parameter is useful when the update rule for the W and H vector has state that it needs to store (i.e. HUpdate() and WUpdate() are not static functions). |
terminationPolicy | Optional instantiated TerminationPolicy object. |
double mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::Apply | ( | const MatType & | V, |
const size_t | r, | ||
arma::mat & | W, | ||
arma::mat & | H | ||
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Apply Alternating Matrix Factorization to the provided matrix.
V | Input matrix to be factorized. |
W | Basis matrix to be output. |
H | Encoding matrix to output. |
r | Rank r of the factorization. |
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Access the initialization rule.
Definition at line 122 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::initializationRule.
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Modify the initialization rule.
Definition at line 125 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::initializationRule.
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Access the termination policy.
Definition at line 116 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::terminationPolicy.
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Modify the termination policy.
Definition at line 119 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::terminationPolicy.
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Access the update rule.
Definition at line 128 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::update.
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Modify the update rule.
Definition at line 130 of file amf.hpp.
References mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::update.
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Instantiated initialization Rule.
Definition at line 136 of file amf.hpp.
Referenced by mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::InitializeRule().
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Termination policy.
Definition at line 134 of file amf.hpp.
Referenced by mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::TerminationPolicy().
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Instantiated update rule.
Definition at line 138 of file amf.hpp.
Referenced by mlpack::amf::AMF< TerminationPolicyType, InitializationRuleType, UpdateRuleType >::Update().