Class IncrementalPCA

constructor

• new IncrementalPCA(f?: number, rd?: number): IncrementalPCA

• Parameters

  • Optionalf: number

    Forgetting factor
  • Optionalrd: number

    Reduced dimension

  Returns IncrementalPCA

_batch_size

_f

_m

_n

_rd

_s

_u

fit

• fit(x: number[][]): void

• Fit model.

  Parameters

  • x: number[][]

    Training data

  Returns void

predict

• predict(x: number[][]): number[][]

• Returns reduced datas.

  Parameters

  • x: number[][]

    Sample data

  Returns number[][]

  Predicted values

update

• update(x: Matrix): void

• Update parameters.

  Parameters

  • x: Matrix

    Training data

  Returns void