Gaussian EPCA

Name	`GaussianEPCA` or `NormalEPCA`
$G(\theta)$	$\theta^2 / 2$
$g(\theta)$	$\theta$
$\mu$ Space^[1]	real
$\Theta$ Space	real
Appropriate Data	continuous

The Gaussian EPCA objective is equivalent to regular PCA.

Documentation

ExpFamilyPCA.GaussianEPCA — Function

Alias for NormalEPCA.

ExpFamilyPCA.NormalEPCA — Function

GaussianEPCA(indim::Integer, outdim::Integer; options::Options = Options())

An EPCA model with Gaussian loss.

Arguments

indim::Integer: Dimension of the input space.
outdim::Integer: Dimension of the latent (output) space.
options::Options: Optional parameters.

Returns

epca: An EPCA subtype for the Gaussian distribution.

1$\mu$ space refers to the space of valid regularization parameters, not to the expectation parameter space.