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Dimensionality Reduction

class composes.transformation.dim_reduction.svd.Svd(reduced_dimension)

Performs truncated Singular Value Decomposition to a reduced dimension \(k\).

Given an input matrix \(X\), it computes the decomposition:

\(X = U \Sigma V^{T}\)

It returns \(U \Sigma\) truncated to dimension \(min(k,rank(X))\)

class composes.transformation.dim_reduction.nmf.Nmf(reduced_dimension)

Performs Non-negative Matrix Factorization to reduced dimension \(k\).

Given an input non-negative matrix \(X\), it computes the decomposition:

\(X \approx WH\) where W and H are non-negative matrices which minimize \(||X-WH||_{2}\)

It returns the matrix W.