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Weibull EPCA

NameWeibullEPCA
$G(\theta)$$-\log(-\theta) - \log k$
$g(\theta)$$-\frac{1}{\theta}$
$\mu$ Space[1]$\mathbb{R} / \{ 0 \}$
$\Theta$ Spacenegative
Appropriate Datanonnegative continuous

WeibullEPCA omits it the known shape parameter $k$ since it does not affect the Weibull EPCA objective.

Documentation

ExpFamilyPCA.WeibullEPCA — Function
WeibullEPCA(indim::Integer, outdim::Integer; options::Options = Options(A_init_value = -1, A_upper = -eps(), V_lower = eps()))

Weibull EPCA.

Arguments

  • indim::Integer: Dimension of the input space.
  • outdim::Integer: Dimension of the latent (output) space.
  • options::Options: Optional parameters for model initialization. Default NegativeDomain().

Returns

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