feat: inverse pca implement (#312)

tc-mateus · web-flow · commit b807674fa3af · 2024-07-03T13:37:43.000+02:00
diff --git a/algorithms/linfa-reduction/src/pca.rs b/algorithms/linfa-reduction/src/pca.rs
@@ -190,6 +190,14 @@ impl Pca<f64> {
     pub fn singular_values(&self) -> &Array1<f64> {
         &self.sigma
     }
+
+        /// Transform data back to its original space
+    pub fn inverse_transform(
+            &self,
+            prediction: ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>>,
+        ) -> ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>> {
+            prediction.dot(&self.embedding) + &self.mean
+    }
 }
 
 impl<F: Float, D: Data<Elem = F>> PredictInplace<ArrayBase<D, Ix2>, Array2<F>> for Pca<F> {

Original file line number	Diff line number	Diff line change
`@@ -190,6 +190,14 @@ impl Pca<f64> {`
`190`	`190`	`pub fn singular_values(&self) -> &Array1<f64> {`
`191`	`191`	`&self.sigma`
`192`	`192`	`}`
	`193`	`+`
	`194`	`+ /// Transform data back to its original space`
	`195`	`+ pub fn inverse_transform(`
	`196`	`+ &self,`
	`197`	`+ prediction: ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>>,`
	`198`	`+ ) -> ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>> {`
	`199`	`+ prediction.dot(&self.embedding) + &self.mean`
	`200`	`+ }`
`193`	`201`	`}`
`194`	`202`
`195`	`203`	`impl<F: Float, D: Data<Elem = F>> PredictInplace<ArrayBase<D, Ix2>, Array2<F>> for Pca<F> {`