do.kmfa {Rdimtools}

Kernel Marginal Fisher Analysis

Description

Kernel Marginal Fisher Analysis (KMFA) is a nonlinear variant of MFA using kernel tricks. For simplicity, we only enabled a heat kernel of a form

k(x_i,x_j)=\exp(-d(x_i,x_j)^2/2*t^2)

where t is a bandwidth parameter. Note that the method is far sensitive to the choice of t.

Usage

do.kmfa(
  X,
  label,
  ndim = 2,
  preprocess = c("center", "scale", "cscale", "decorrelate", "whiten"),
  k1 = max(ceiling(nrow(X)/10), 2),
  k2 = max(ceiling(nrow(X)/10), 2),
  t = 1
)

Arguments

X

an (n\times p) matrix or data frame whose rows are observations.

label

a length-n vector of data class labels.

ndim

an integer-valued target dimension.

preprocess

an additional option for preprocessing the data. Default is "center". See also aux.preprocess for more details.

k1

the number of same-class neighboring points (homogeneous neighbors).

k2

the number of different-class neighboring points (heterogeneous neighbors).

t

bandwidth parameter for heat kernel in (0,\infty).

Value

a named list containing

Y

an (n\times ndim) matrix whose rows are embedded observations.

trfinfo

a list containing information for out-of-sample prediction.

Author(s)

Kisung You

References

Yan S, Xu D, Zhang B, Zhang H, Yang Q, Lin S (2007). “Graph Embedding and Extensions: A General Framework for Dimensionality Reduction.” IEEE Transactions on Pattern Analysis and Machine Intelligence, 29(1), 40–51.

Examples

## generate data of 3 types with clear difference
set.seed(100)
dt1  = aux.gensamples(n=20)-100
dt2  = aux.gensamples(n=20)
dt3  = aux.gensamples(n=20)+100

## merge the data and create a label correspondingly
X      = rbind(dt1,dt2,dt3)
label  = rep(1:3, each=20)

## try different numbers for neighborhood size
out1 = do.kmfa(X, label, k1=10, k2=10, t=0.001)
out2 = do.kmfa(X, label, k1=10, k2=10, t=0.01)
out3 = do.kmfa(X, label, k1=10, k2=10, t=0.1)

## visualize
opar = par(no.readonly=TRUE)
par(mfrow=c(1,3))
plot(out1$Y, pch=19, col=label, main="bandwidth=0.001")
plot(out2$Y, pch=19, col=label, main="bandwidth=0.01")
plot(out3$Y, pch=19, col=label, main="bandwidth=0.1")
par(opar)