projection-pursuit

An implementation of multivariate projection pursuit regression and univariate classification

https://github.com/pavelkomarov/projection-pursuit

Science Score: 31.0%

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Keywords

classification coveralls friedman machine-learning projection-pursuit regression scikit-learn sphinx travis-ci
Last synced: 4 months ago · JSON representation ·

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An implementation of multivariate projection pursuit regression and univariate classification

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  • Releases: 1
Topics
classification coveralls friedman machine-learning projection-pursuit regression scikit-learn sphinx travis-ci
Created almost 8 years ago · Last pushed 10 months ago
Metadata Files
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README.md

Projection Pursuit

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Documentation, How it works.

This repository is home to a couple scikit-learn-compatible estimators based on Jerome Friedman's generalizations[1] of his and Werner Stuetzle's Projection Pursuit Regression algorithm[2][3]. A regressor capable of multivariate estimation and dimensionality reduction and a univariate classifier based on regression to a one-hot multivariate representation are included.

This repository is also meant to serve as a fairly pared-down example of how to use Github Actions, Coveralls, Sphinx, PyTest, how to deploy to PyPI and Github Pages, and how to create a Scikit-Learn Estimator that passes the sklearn checks and follows the PEP 8 style standard.

Installation and Usage

The package by itself comes with a single module containing the estimators. Before installing the module you will need numpy, scipy, scikit-learn, and matplotlib. To install the module execute:

shell pip install projection-pursuit or shell $ python setup.py install

If the installation is successful, you should be able to execute the following in Python: ```python

from skpp import ProjectionPursuitRegressor estimator = ProjectionPursuitRegressor() estimator.fit(np.arange(10).reshape(10, 1), np.arange(10)) ```

Sphinx is run via continuous integration to generate the API.

For a few usage examples, see the examples and benchmarks directories. For an intuition of what the learner is doing, try running viz_training_process.py. For comparisons to other learners and an intuition of why you might want to try PPR, try the benchmarks. For a deep dive in to the math and an explanation of exactly how and why this works, see math.pdf.

References

  1. Friedman, Jerome. (1985). "Classification and Multiple Regression Through Projection Pursuit." http://www.slac.stanford.edu/pubs/slacpubs/3750/slac-pub-3824.pdf
  2. Hastie, Tibshirani, & Friedman. (2016). The Elements of Statistical Learning 2nd Ed., section 11.2.
  3. (2017) Projection pursuit regression https://en.wikipedia.org/wiki/Projectionpursuitregression

Owner

  • Name: Pavel Komarov
  • Login: pavelkomarov
  • Kind: user
  • Location: Seattle, Salt Lake City, Melbourne FL, Atlanta, Mountain View, Bradenton
  • Company: University of Washington, BioIntelliSense, Miim/SafeX/Banjo, Northrop Grumman, Georgia Institute of Technology, Microsoft

I like people, math, reading, getting lost in a problem, code when it isn't painful, skiing, climbing, riding my bike, music, and progress.

Citation (CITATION.md)

# Citing Projection-Pursuit

If you use this project in publications, please cite the following:

	@misc{projection-pursuit,
		title={Projection pursuit software}, 
		author={Pavel Komarov}, 
		url={http://www.github.com/pavelkomarov/projection-pursuit}, 
		note={Version 1.1},
		year={2024}}

If you wish to cite the mathematical explanation, use:

	@article{projection-pursuit-math
		title={The Gory Details},
		author={Pavel Komarov},
		url={https://pavelkomarov.com/projection-pursuit/math.pdf},
		year={2018}}

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Dependencies

setup.py pypi
  • matplotlib *
  • numpy *
  • pytest *
  • scikit-learn *
.github/workflows/build.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite
  • peaceiris/actions-gh-pages v3 composite
  • tj-actions/changed-files v14.4 composite
.github/workflows/release.yml actions
  • actions/checkout v2 composite
  • actions/setup-python v2 composite