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(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 uint32_t /* version */)
  {
    ar(CEREAL_NVP(pca));
  }

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

} // namespace data
} // namespace mlpack

#endif