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  <div class="section" id="supervised-classification">
<h1>Supervised Classification<a class="headerlink" href="#supervised-classification" title="Permalink to this headline"></a></h1>
<p>Every classifier must be initialized with a specific set of
parameters. Two distinct methods are deployed for the <em>training</em>
(<code class="xref py py-meth docutils literal"><span class="pre">compute()</span></code>) and the <em>testing</em> (<code class="xref py py-meth docutils literal"><span class="pre">predict()</span></code>)
phases. Whenever possible, the real valued prediction is stored in the
<em>realpred</em> variable.</p>
<div class="section" id="support-vector-machines-svms">
<h2>Support Vector Machines (SVMs)<a class="headerlink" href="#support-vector-machines-svms" title="Permalink to this headline"></a></h2>
<dl class="class">
<dt id="mlpy.Svm">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Svm</code><span class="sig-paren">(</span><em>kernel='linear'</em>, <em>kp=0.1</em>, <em>C=1.0</em>, <em>tol=0.001</em>, <em>eps=0.001</em>, <em>maxloops=1000</em>, <em>cost=0.0</em>, <em>alpha_tversky=1.0</em>, <em>beta_tversky=1.0</em>, <em>opt_offset=True</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Svm" title="Permalink to this definition"></a></dt>
<dd><p>Support Vector Machines (SVM).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Example:</th><td class="field-body"></td>
</tr>
</tbody>
</table>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">mlpy</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">]])</span> <span class="c1"># third sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">])</span>             <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span> <span class="o">=</span> <span class="n">mlpy</span><span class="o">.</span><span class="n">Svm</span><span class="p">()</span>                     <span class="c1"># initialize Svm class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>                <span class="c1"># compute SVM</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>                     <span class="c1"># predict SVM model on training data</span>
<span class="go">array([ 1, -1,  1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span>   <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                     <span class="c1"># predict SVM model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span><span class="o">.</span><span class="n">realpred</span>                         <span class="c1"># real-valued prediction</span>
<span class="go">-5.5</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysvm</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>                <span class="c1"># compute weights on training data</span>
<span class="go">array([ 0.,  0.,  0.,  1.])</span>
</pre></div>
</div>
<p>Initialize the Svm class</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>kernel <span class="classifier-delimiter">:</span> <span class="classifier">string [&#8216;linear&#8217;, &#8216;gaussian&#8217;, &#8216;polynomial&#8217;, &#8216;tr&#8217;, &#8216;tversky&#8217;]</span></dt>
<dd><p class="first last">kernel</p>
</dd>
<dt>kp <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">kernel parameter (two sigma squared) for gaussian and polynomial kernel</p>
</dd>
<dt>C <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">regularization parameter</p>
</dd>
<dt>tol <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">tolerance for testing KKT conditions</p>
</dd>
<dt>eps <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">convergence parameter</p>
</dd>
<dt>maxloops <span class="classifier-delimiter">:</span> <span class="classifier">integer</span></dt>
<dd><p class="first last">maximum number of optimization loops</p>
</dd>
<dt>cost <span class="classifier-delimiter">:</span> <span class="classifier">float [-1.0, ..., 1.0]</span></dt>
<dd><p class="first last">for cost-sensitive classification</p>
</dd>
<dt>alpha_tversky <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">positive multiplicative parameter for the norm of the first vector</p>
</dd>
<dt>beta_tversky <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">positive multiplicative parameter for the norm of the second vector</p>
</dd>
<dt>opt_offset <span class="classifier-delimiter">:</span> <span class="classifier">bool</span></dt>
<dd><p class="first last">compute the optimal offset</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Svm.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Svm.compute" title="Permalink to this definition"></a></dt>
<dd><p>Compute SVM model</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>conv <span class="classifier-delimiter">:</span> <span class="classifier">integer</span></dt>
<dd><p class="first last">svm convergence (0: false, 1: true)</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Svm.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Svm.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict svm model on a test point(s)</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">test point(s)training dataInput</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first docutils">
<dt>cl <span class="classifier-delimiter">:</span> <span class="classifier">integer or 1d ndarray integer</span></dt>
<dd><p class="first last">class(es) predicted</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Attributes:</th><td class="field-body"><dl class="first last docutils">
<dt>Svm.realpred <span class="classifier-delimiter">:</span> <span class="classifier">float or 1d ndarray float</span></dt>
<dd><p class="first last">real valued prediction</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Svm.weights">
<code class="descname">weights</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Svm.weights" title="Permalink to this definition"></a></dt>
<dd><p>Return feature weights</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>fw <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray float</span></dt>
<dd><p class="first last">feature weights</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

<div class="admonition note">
<p class="first admonition-title">Note</p>
<p class="last">For <em>tr</em> kernel (Terminated Ramp Kernel) see <a class="reference internal" href="#merler06" id="id1">[Merler06]</a>.</p>
</div>
</div>
<div class="section" id="k-nearest-neighbor-knn">
<h2>K Nearest Neighbor (KNN)<a class="headerlink" href="#k-nearest-neighbor-knn" title="Permalink to this headline"></a></h2>
<dl class="class">
<dt id="mlpy.Knn">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Knn</code><span class="sig-paren">(</span><em>k</em>, <em>dist='se'</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Knn" title="Permalink to this definition"></a></dt>
<dd><p>k-Nearest Neighbor (KNN).</p>
<p>Example:</p>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">mlpy</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">]])</span> <span class="c1"># third sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">])</span>             <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myknn</span> <span class="o">=</span> <span class="n">mlpy</span><span class="o">.</span><span class="n">Knn</span><span class="p">(</span><span class="n">k</span> <span class="o">=</span> <span class="mi">1</span><span class="p">)</span>                <span class="c1"># initialize knn class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myknn</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>              <span class="c1"># compute knn</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myknn</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>                   <span class="c1"># predict knn model on training data</span>
<span class="go">array([ 1, -1,  1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span> <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myknn</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                   <span class="c1"># predict knn model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myknn</span><span class="o">.</span><span class="n">realpred</span>                       <span class="c1"># real-valued prediction</span>
<span class="go">0.0</span>
</pre></div>
</div>
<p>Initialize the Knn class.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>k <span class="classifier-delimiter">:</span> <span class="classifier">int (odd &gt; = 1)</span></dt>
<dd><p class="first last">number of NN</p>
</dd>
<dt>dist <span class="classifier-delimiter">:</span> <span class="classifier">string (&#8216;se&#8217; = SQUARED EUCLIDEAN, &#8216;e&#8217; = EUCLIDEAN)</span></dt>
<dd><p class="first last">adopted distance</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Knn.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Knn.compute" title="Permalink to this definition"></a></dt>
<dd><p>Store x and y data.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1 for binary classification)</span></dt>
<dd><p class="first last">: 1d ndarray integer (1, ..., nclasses for multiclass classificatio) 
classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">1</p>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><dl class="first last docutils">
<dt>ValueError</dt>
<dd><p class="first last">if not (1 &lt;= k &lt;= #samples)</p>
</dd>
<dt>ValueError</dt>
<dd><p class="first last">if there aren&#8217;e at least 2 classes</p>
</dd>
<dt>ValueError</dt>
<dd><p class="first last">if, in case of 2-classes problems, the lables are not 1 and -1</p>
</dd>
<dt>ValueError</dt>
<dd><p class="first last">if, in case of n-classes problems, the lables are not int from 1 to n</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Knn.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Knn.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict knn model on a test point(s).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (sample(s) x feats)</span></dt>
<dd><p class="first last">test sample(s)</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">the predicted value(s) on success:
integer or 1d numpy array integer (-1 or 1) for binary classification
integer or 1d numpy array integer (1, ..., nclasses) for multiclass classification
0 on succes with non unique classification
-2 otherwise</p>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><dl class="first last docutils">
<dt>StandardError</dt>
<dd><p class="first last">if no Knn method computed</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

</div>
<div class="section" id="fisher-discriminant-analysis-fda">
<h2>Fisher Discriminant Analysis (FDA)<a class="headerlink" href="#fisher-discriminant-analysis-fda" title="Permalink to this headline"></a></h2>
<p>Described in <a class="reference internal" href="#mika01" id="id2">[Mika01]</a>.</p>
<dl class="class">
<dt id="mlpy.Fda">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Fda</code><span class="sig-paren">(</span><em>C=1</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Fda" title="Permalink to this definition"></a></dt>
<dd><p>Fisher Discriminant Analysis.</p>
<p>Example:</p>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">mlpy</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">]])</span> <span class="c1"># third sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">])</span>             <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span> <span class="o">=</span> <span class="n">mlpy</span><span class="o">.</span><span class="n">Fda</span><span class="p">()</span>                   <span class="c1"># initialize fda class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>              <span class="c1"># compute fda</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>                   <span class="c1"># predict fda model on training data</span>
<span class="go">array([ 1, -1,  1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span> <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                   <span class="c1"># predict fda model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span><span class="o">.</span><span class="n">realpred</span>                       <span class="c1"># real-valued prediction</span>
<span class="go">-42.51475717037367</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">myfda</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>              <span class="c1"># compute weights on training data</span>
<span class="go">array([  9.60629896,   9.77148463,   9.82027615,  11.58765243])</span>
</pre></div>
</div>
<p>Initialize Fda class.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>C <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">regularization parameter</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Fda.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Fda.compute" title="Permalink to this definition"></a></dt>
<dd><p>Compute fda model.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d numpy array float (sample x feature)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d numpy array integer (two classes, 1 or -1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">1</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Fda.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Fda.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict fda model on test point(s).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (sample(s) x feats)</span></dt>
<dd><p class="first last">test sample(s)</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first docutils">
<dt>cl <span class="classifier-delimiter">:</span> <span class="classifier">integer or 1d numpy array integer</span></dt>
<dd><p class="first last">class(es) predicted</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Attributes:</th><td class="field-body"><dl class="first last docutils">
<dt>self.realpred <span class="classifier-delimiter">:</span> <span class="classifier">float or 1d numpy array float</span></dt>
<dd><p class="first last">real valued prediction</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Fda.weights">
<code class="descname">weights</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Fda.weights" title="Permalink to this definition"></a></dt>
<dd><p>Return feature weights.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>fw <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray float</span></dt>
<dd><p class="first last">feature weights</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

</div>
<div class="section" id="spectral-regression-discriminant-analysis-srda">
<h2>Spectral Regression Discriminant Analysis (SRDA)<a class="headerlink" href="#spectral-regression-discriminant-analysis-srda" title="Permalink to this headline"></a></h2>
<p>Described in <a class="reference internal" href="#cai08" id="id3">[Cai08]</a>.</p>
<dl class="class">
<dt id="mlpy.Srda">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Srda</code><span class="sig-paren">(</span><em>alpha=1.0</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Srda" title="Permalink to this definition"></a></dt>
<dd><p>Spectral Regression Discriminant Analysis (SRDA).</p>
<p>Example:</p>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">mlpy</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">]])</span> <span class="c1"># third sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">])</span>             <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span> <span class="o">=</span> <span class="n">mlpy</span><span class="o">.</span><span class="n">Srda</span><span class="p">()</span>                 <span class="c1"># initialize srda class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>             <span class="c1"># compute srda</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>                  <span class="c1"># predict srda model on training data</span>
<span class="go">array([ 1, -1,  1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span> <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                  <span class="c1"># predict srda model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span><span class="o">.</span><span class="n">realpred</span>                      <span class="c1"># real-valued prediction</span>
<span class="go">-6.8283034257748758</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mysrda</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>             <span class="c1"># compute weights on training data</span>
<span class="go">array([ 0.10766721,  0.21533442,  0.51386623,  1.69331158])</span>
</pre></div>
</div>
<p>Initialize the Srda class.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>alpha <span class="classifier-delimiter">:</span> <span class="classifier">float(&gt;=0.0)</span></dt>
<dd><p class="first last">regularization parameter</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Srda.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Srda.compute" title="Permalink to this definition"></a></dt>
<dd><dl class="docutils">
<dt>Compute Srda model.</dt>
<dd>Initialize array of alphas a.</dd>
</dl>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">1</p>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><dl class="first last docutils">
<dt>LinAlgError</dt>
<dd><p class="first last">if x is singular matrix in __PenRegrModel</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Srda.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Srda.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict Srda model on test point(s).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (sample(s) x feats)</span></dt>
<dd><p class="first last">test sample(s)</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first docutils">
<dt>cl <span class="classifier-delimiter">:</span> <span class="classifier">integer or 1d numpy array integer</span></dt>
<dd><p class="first last">class(es) predicted</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Attributes:</th><td class="field-body"><dl class="first last docutils">
<dt>self.realpred <span class="classifier-delimiter">:</span> <span class="classifier">float or 1d numpy array float</span></dt>
<dd><p class="first last">real valued prediction</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Srda.weights">
<code class="descname">weights</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Srda.weights" title="Permalink to this definition"></a></dt>
<dd><p>Return feature weights.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>fw <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray float</span></dt>
<dd><p class="first last">feature weights</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

</div>
<div class="section" id="penalized-discriminant-analysis-pda">
<h2>Penalized Discriminant Analysis (PDA)<a class="headerlink" href="#penalized-discriminant-analysis-pda" title="Permalink to this headline"></a></h2>
<p>Described in <a class="reference internal" href="#ghosh03" id="id4">[Ghosh03]</a>.</p>
<dl class="class">
<dt id="mlpy.Pda">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Pda</code><span class="sig-paren">(</span><em>Nreg=3</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Pda" title="Permalink to this definition"></a></dt>
<dd><p>Penalized Discriminant Analysis (PDA).</p>
<p>Example:</p>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">import</span> <span class="nn">mlpy</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>                <span class="p">[</span><span class="mf">1.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">]])</span> <span class="c1"># third sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">])</span>             <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span> <span class="o">=</span> <span class="n">mlpy</span><span class="o">.</span><span class="n">Pda</span><span class="p">()</span>                   <span class="c1"># initialize pda class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>              <span class="c1"># compute pda</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>                   <span class="c1"># predict pda model on training data</span>
<span class="go">array([ 1, -1,  1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span> <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                   <span class="c1"># predict pda model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span><span class="o">.</span><span class="n">realpred</span>                       <span class="c1"># real-valued prediction</span>
<span class="go">-7.6106885609535624</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mypda</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>              <span class="c1"># compute weights on training data</span>
<span class="go">array([  4.0468174 ,   8.0936348 ,  18.79228266,  58.42466988])</span>
</pre></div>
</div>
<p>Initialize Pda class.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>Nreg <span class="classifier-delimiter">:</span> <span class="classifier">int</span></dt>
<dd><p class="first last">number of regressions</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Pda.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Pda.compute" title="Permalink to this definition"></a></dt>
<dd><p>Compute Pda model.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">1</p>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><dl class="first last docutils">
<dt>LinAlgError</dt>
<dd><p class="first last">if x is singular matrix in __PenRegrModel</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Pda.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Pda.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict Pda model on test point(s).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (sample(s) x feats)</span></dt>
<dd><p class="first last">test sample(s)</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first docutils">
<dt>cl <span class="classifier-delimiter">:</span> <span class="classifier">integer or 1d numpy array integer</span></dt>
<dd><p class="first last">class(es) predicted</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Attributes:</th><td class="field-body"><dl class="first last docutils">
<dt>self.realpred <span class="classifier-delimiter">:</span> <span class="classifier">float or 1d numpy array float</span></dt>
<dd><p class="first last">real valued prediction</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Pda.weights">
<code class="descname">weights</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Pda.weights" title="Permalink to this definition"></a></dt>
<dd><p>Compute feature weights.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>fw <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray float</span></dt>
<dd><p class="first last">feature weights</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

</div>
<div class="section" id="diagonal-linear-discriminant-analysis-dlda">
<h2>Diagonal Linear Discriminant Analysis (DLDA)<a class="headerlink" href="#diagonal-linear-discriminant-analysis-dlda" title="Permalink to this headline"></a></h2>
<dl class="class">
<dt id="mlpy.Dlda">
<em class="property">class </em><code class="descclassname">mlpy.</code><code class="descname">Dlda</code><span class="sig-paren">(</span><em>nf=0</em>, <em>tol=10</em>, <em>overview=False</em>, <em>bal=False</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Dlda" title="Permalink to this definition"></a></dt>
<dd><p>Diagonal Linear Discriminant Analysis.</p>
<p>Example:</p>
<div class="highlight-default"><div class="highlight"><pre><span></span><span class="gp">&gt;&gt;&gt; </span><span class="kn">from</span> <span class="nn">numpy</span> <span class="k">import</span> <span class="o">*</span>
<span class="gp">&gt;&gt;&gt; </span><span class="kn">from</span> <span class="nn">mlpy</span> <span class="k">import</span> <span class="o">*</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xtr</span> <span class="o">=</span> <span class="n">array</span><span class="p">([[</span><span class="mf">1.1</span><span class="p">,</span> <span class="mf">2.4</span><span class="p">,</span> <span class="mf">3.1</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># first sample</span>
<span class="gp">... </span>             <span class="p">[</span><span class="mf">1.2</span><span class="p">,</span> <span class="mf">2.3</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">],</span>  <span class="c1"># second sample</span>
<span class="gp">... </span>             <span class="p">[</span><span class="mf">1.3</span><span class="p">,</span> <span class="mf">2.2</span><span class="p">,</span> <span class="mf">3.5</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">],</span>  <span class="c1"># third sample</span>
<span class="gp">... </span>             <span class="p">[</span><span class="mf">1.4</span><span class="p">,</span> <span class="mf">2.1</span><span class="p">,</span> <span class="mf">3.2</span><span class="p">,</span> <span class="mf">2.0</span><span class="p">]])</span> <span class="c1"># fourth sample</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">ytr</span> <span class="o">=</span> <span class="n">array</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">,</span> <span class="mi">1</span><span class="p">,</span> <span class="o">-</span><span class="mi">1</span><span class="p">])</span>         <span class="c1"># classes</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span> <span class="o">=</span> <span class="n">Dlda</span><span class="p">(</span><span class="n">nf</span> <span class="o">=</span> <span class="mi">2</span><span class="p">)</span>                     <span class="c1"># initialize dlda class</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span><span class="o">.</span><span class="n">compute</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>        <span class="c1"># compute dlda</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xtr</span><span class="p">)</span>             <span class="c1"># predict dlda model on training data</span>
<span class="go">array([ 1, -1,  1, -1])</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">xts</span> <span class="o">=</span> <span class="n">array</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">])</span>   <span class="c1"># test point</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span><span class="o">.</span><span class="n">predict</span><span class="p">(</span><span class="n">xts</span><span class="p">)</span>                 <span class="c1"># predict dlda model on test point</span>
<span class="go">-1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span><span class="o">.</span><span class="n">realpred</span>                     <span class="c1"># real-valued prediction</span>
<span class="go">-21.999999999999954</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">mydlda</span><span class="o">.</span><span class="n">weights</span><span class="p">(</span><span class="n">xtr</span><span class="p">,</span> <span class="n">ytr</span><span class="p">)</span>        <span class="c1"># compute weights on training data</span>
<span class="go">array([  2.13162821e-14,   0.00000000e+00,   0.00000000e+00,   4.00000000e+00])</span>
</pre></div>
</div>
<p>Initialize Dlda class.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first last docutils">
<dt>nf <span class="classifier-delimiter">:</span> <span class="classifier">int (1 &lt;= nf &gt;= #features)</span></dt>
<dd><p class="first last">the number of the best features that you want to use in
the model. If nf = 0 the system stops at a number of features
corresponding to a peak of accuracy</p>
</dd>
<dt>tol <span class="classifier-delimiter">:</span> <span class="classifier">int</span></dt>
<dd><p class="first last">in case of nf = 0 it&#8217;s the number of steps
of classification to be calculated after the peak to avoid a
local maximum</p>
</dd>
<dt>overview <span class="classifier-delimiter">:</span> <span class="classifier">bool</span></dt>
<dd><p class="first last">set True to print informations about the
accuracy of the classifier at every step of the compute</p>
</dd>
<dt>bal <span class="classifier-delimiter">:</span> <span class="classifier">bool</span></dt>
<dd><p class="first last">set True if it&#8217;s reasonable to consider the
unbalancement of the test set similar to the one of the
training set</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="mlpy.Dlda.compute">
<code class="descname">compute</code><span class="sig-paren">(</span><em>x</em>, <em>y</em>, <em>mf=0</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Dlda.compute" title="Permalink to this definition"></a></dt>
<dd><p>Compute Dlda model.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
<dt>mf <span class="classifier-delimiter">:</span> <span class="classifier">int</span></dt>
<dd><p class="first last">number of classification steps to be calculated
more on a model already computed</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">1</p>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><dl class="first last docutils">
<dt>LinAlgError</dt>
<dd><p class="first last">if x is singular matrix</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Dlda.predict">
<code class="descname">predict</code><span class="sig-paren">(</span><em>p</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Dlda.predict" title="Permalink to this definition"></a></dt>
<dd><p>Predict Dlda model on test point(s).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>p <span class="classifier-delimiter">:</span> <span class="classifier">1d or 2d ndarray float (sample(s) x feats)</span></dt>
<dd><p class="first last">test sample(s)</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first docutils">
<dt>cl <span class="classifier-delimiter">:</span> <span class="classifier">integer or 1d numpy array integer</span></dt>
<dd><p class="first last">class(es) predicted</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Attributes:</th><td class="field-body"><dl class="first last docutils">
<dt>self.realpred <span class="classifier-delimiter">:</span> <span class="classifier">float or 1d numpy array float</span></dt>
<dd><p class="first last">real valued prediction</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

<dl class="method">
<dt id="mlpy.Dlda.weights">
<code class="descname">weights</code><span class="sig-paren">(</span><em>x</em>, <em>y</em><span class="sig-paren">)</span><a class="headerlink" href="#mlpy.Dlda.weights" title="Permalink to this definition"></a></dt>
<dd><p>Return feature weights.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><dl class="first docutils">
<dt>x <span class="classifier-delimiter">:</span> <span class="classifier">2d ndarray float (samples x feats)</span></dt>
<dd><p class="first last">training data</p>
</dd>
<dt>y <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray integer (-1 or 1)</span></dt>
<dd><p class="first last">classes</p>
</dd>
</dl>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><dl class="first last docutils">
<dt>fw <span class="classifier-delimiter">:</span> <span class="classifier">1d ndarray float</span></dt>
<dd><p class="first last">feature weights, they are going to be
&gt; 0 for the features chosen for the classification and = 0 for
all the others</p>
</dd>
</dl>
</td>
</tr>
</tbody>
</table>
</dd></dl>

</dd></dl>

<table class="docutils citation" frame="void" id="vapnik95" rules="none">
<colgroup><col class="label" /><col /></colgroup>
<tbody valign="top">
<tr><td class="label">[Vapnik95]</td><td>V Vapnik. The Nature of Statistical Learning Theory. Springer-Verlag, 1995.</td></tr>
</tbody>
</table>
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<tbody valign="top">
<tr><td class="label">[Cristianini]</td><td>N Cristianini and J Shawe-Taylor. An introduction to support vector machines. Cambridge University Press.</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="merler06" rules="none">
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<tbody valign="top">
<tr><td class="label"><a class="fn-backref" href="#id1">[Merler06]</a></td><td>S Merler and G Jurman. Terminated Ramp - Support Vector Machine: a nonparametric data dependent kernel. Neural Network, 19:1597-1611, 2006.</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="nasr09" rules="none">
<colgroup><col class="label" /><col /></colgroup>
<tbody valign="top">
<tr><td class="label">[Nasr09]</td><td><ol class="first last upperalpha simple" start="18">
<li>Nasr, S. Swamidass, and P. Baldi. Large scale study of multiplemolecule queries. Journal of Cheminformatics, vol. 1, no. 1, p. 7, 2009.</li>
</ol>
</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="mika01" rules="none">
<colgroup><col class="label" /><col /></colgroup>
<tbody valign="top">
<tr><td class="label"><a class="fn-backref" href="#id2">[Mika01]</a></td><td>S Mika and A Smola and B Scholkopf. An improved training algorithm for kernel fisher discriminants. Proceedings AISTATS 2001, 2001.</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="cristianini02" rules="none">
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<tbody valign="top">
<tr><td class="label">[Cristianini02]</td><td>N Cristianini, J Shawe-Taylor and A Elisseeff. On Kernel-Target Alignment. Advances in Neural Information Processing Systems, Volume 14, 2002.</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="cai08" rules="none">
<colgroup><col class="label" /><col /></colgroup>
<tbody valign="top">
<tr><td class="label"><a class="fn-backref" href="#id3">[Cai08]</a></td><td>D Cai, X He, J Han. SRDA: An Efficient Algorithm for Large-Scale Discriminant Analysis. Knowledge and Data Engineering, IEEE Transactions on Volume 20, Issue 1, Jan. 2008 Page(s):1 - 12.</td></tr>
</tbody>
</table>
<table class="docutils citation" frame="void" id="ghosh03" rules="none">
<colgroup><col class="label" /><col /></colgroup>
<tbody valign="top">
<tr><td class="label"><a class="fn-backref" href="#id4">[Ghosh03]</a></td><td>D Ghosh. Penalized discriminant methods for the classification of tumors from gene expression data. Biometrics on Volume 59, Dec. 2003 Page(s):992 - 1000(9).</td></tr>
</tbody>
</table>
</div>
</div>


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  <h3><a href="index.html">Table Of Contents</a></h3>
  <ul>
<li><a class="reference internal" href="#">Supervised Classification</a><ul>
<li><a class="reference internal" href="#support-vector-machines-svms">Support Vector Machines (SVMs)</a></li>
<li><a class="reference internal" href="#k-nearest-neighbor-knn">K Nearest Neighbor (KNN)</a></li>
<li><a class="reference internal" href="#fisher-discriminant-analysis-fda">Fisher Discriminant Analysis (FDA)</a></li>
<li><a class="reference internal" href="#spectral-regression-discriminant-analysis-srda">Spectral Regression Discriminant Analysis (SRDA)</a></li>
<li><a class="reference internal" href="#penalized-discriminant-analysis-pda">Penalized Discriminant Analysis (PDA)</a></li>
<li><a class="reference internal" href="#diagonal-linear-discriminant-analysis-dlda">Diagonal Linear Discriminant Analysis (DLDA)</a></li>
</ul>
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</ul>
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