Online Processing#
Note
Online processing mode for Principal Component Analysis is not available on GPU.
Online processing computation mode assumes that data arrives in blocks \(i = 1, 2, 3, \ldots, \mathrm{nblocks}\).
PCA computation in the online processing mode follows the general computation schema for online processing described in Algorithms.
Algorithm Input#
The PCA algorithm in the online processing mode accepts the input described below.
Pass the Input ID
as a parameter to the methods that provide input for your algorithm.
For more details, see Algorithms.
Input ID |
Input |
---|---|
|
Pointer to the \(n_i \times p\) numeric table that represents the current data block.
The input can be an object of any class derived from |
Algorithm Parameters#
The PCA algorithm in the online processing mode has the following parameters, depending on the computation method parameter method:
Parameter |
Method |
Default Value |
Description |
---|---|---|---|
|
|
|
The floating-point type that the algorithm uses for intermediate computations. Can be |
|
Not applicable |
|
Available computation methods for PCA computation:
|
|
|
Not applicable |
The procedure for setting initial parameters of the algorithm in the online processing mode.
|
|
|
SharedPtr<covariance::Online<algorithmFPType, covariance::defaultDense> > |
The correlation and variance-covariance matrices algorithm to be used for PCA computations with the correlation method. For details, see Correlation and Variance-covariance Matrices. Online Processing. |
Partial Results#
The PCA algorithm in the online processing mode calculates partial results described below.
They depend on the computation method.
Pass the Result ID
as a parameter to the methods that access the results of your algorithm.
For more details, see Algorithms.
Result ID |
Result |
---|---|
|
Pointer to the \(1 \times 1\) numeric table with the number of observations processed so far. Note By default, this result is an object of the |
|
Pointer to the \(p \times p\) numeric table with the partial cross-product matrix computed so far. Note By default, this table is an object of the |
|
Pointer to the \(1 \times p\) numeric table with partial sums computed so far. Note By default, this table is an object of the |
Result ID |
Result |
---|---|
|
Pointer to the \(1 \times 1\) numeric table with the number of observations processed so far. Note By default, this result is an object of the |
|
Pointer to the \(1 \times p\) numeric table with partial sums computed so far. Note By default, this table is an object of the |
|
Pointer to the \(1 \times p\) numeric table with partial sums of squares computed so far. Note By default, this table is an object of the |
Algorithm Output#
The PCA algorithm in the online processing mode calculates the results described below.
Pass the Result ID
as a parameter to the methods that access the results of your algorithm.
For more details, see Algorithms.
Result ID |
Result |
---|---|
|
Pointer to the \(1 \times p\) numeric table that contains eigenvalues in the descending order. |
|
Pointer to the \(p \times p\) numeric table that contains eigenvectors in the row-major order. |
Note
By default, these results are objects of the HomogenNumericTable
class,
but you can define the result as an object of any class derived from NumericTable
except PackedSymmetricMatrix
, PackedTriangularMatrix
, and CSRNumericTable
.