zca_whitening.hpp

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#ifndef MLPACK_CORE_DATA_ZCA_WHITENING_SCALE_HPP
#define MLPACK_CORE_DATA_ZCA_WHITENING_SCALE_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/math/lin_alg.hpp>
#include <mlpack/core/data/scaler_methods/pca_whitening.hpp>

namespace mlpack {
namespace data {

class ZCAWhitening
{
 public:
  ZCAWhitening(double eps = 0.00005)
  {
    pca = new data::PCAWhitening(eps);
  }

  template<typename MatType>
  void Fit(const MatType& input)
  {
    pca->Fit(input);
  }

  template<typename MatType>
  void Transform(const MatType& input, MatType& output)
  {
    pca->Transform(input, output);
    output = pca->EigenVectors() * output;
  }

  template<typename MatType>
  void InverseTransform(const MatType& input, MatType& output)
  {
    output = inv(pca->EigenVectors()) * arma::diagmat(arma::sqrt(
        pca->EigenValues())) * inv(pca->EigenVectors().t()) * input;
    output = (output.each_col() + pca->ItemMean());
  }

  const arma::vec& ItemMean() const { return pca->ItemMean(); }
  const arma::vec& EigenValues() const { return pca->EigenValues(); }
  const arma::mat& EigenVectors() const { return pca->EigenVectors(); }
  double Epsilon() const { return pca->Epsilon(); }

  template<typename Archive>
  void serialize(Archive& ar, const unsigned int /* version */)
  {
    ar & BOOST_SERIALIZATION_NVP(pca);
  }

 private:
  // A pointer to PcaWhitening Class.
  PCAWhitening* pca;
}; // class ZCAWhitening

} // namespace data
} // namespace mlpack

#endif