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Gamma EPCA

Math

NameGammaEPCA or ItakuraSaitoEPCA
$G(\theta)$$-\log(-\theta)$
$g(\theta)$$-\frac{1}{\theta}$
$\mu$ Space[1]$\mathbb{R} \setminus \{ 0 \}$
$\Theta$ Spacenegative
Appropriate Datapositive

Documentation

ExpFamilyPCA.GammaEPCA — Function
GammaEPCA(indim::Integer, outdim::Integer; options::Options = Options(A_init_value = -2, A_upper = -eps(), V_lower = eps()))

Gamma EPCA.

Arguments

  • indim::Integer: The dimension of the input space.
  • outdim::Integer: The dimension of the latent (output) space.
  • options::Options: Optional configuration parameters for the EPCA model.
    • A_init_value: Initial fill value for matrix A (default: -2).
    • A_upper: The upper bound for the matrix A, default is -eps().
    • V_lower: The lower bound for the matrix V, default is eps().
Tip

Try using options = NegativeDomain() if you encounter domain errors when calling fit! or compress.

Returns

  • epca: An instance of an EPCA subtype.
source
  • 1$\mu$ space refers to the space of valid regularization parameters, not to the expectation parameter space.