sklearn.random_projection.GaussianRandomProjection

class sklearn.random_projection.GaussianRandomProjection(n_components='auto', *, eps=0.1, compute_inverse_components=False, random_state=None)

Reduce dimensionality through Gaussian random projection.

The components of the random matrix are drawn from N(0, 1 / n_components).

Read more in the User Guide.

New in version 0.13.

Parameters:

n_componentsint or ‘auto’, default=’auto’

Dimensionality of the target projection space.

n_components can be automatically adjusted according to the number of samples in the dataset and the bound given by the Johnson-Lindenstrauss lemma. In that case the quality of the embedding is controlled by the eps parameter.

It should be noted that Johnson-Lindenstrauss lemma can yield very conservative estimated of the required number of components as it makes no assumption on the structure of the dataset.

epsfloat, default=0.1

Parameter to control the quality of the embedding according to the Johnson-Lindenstrauss lemma when n_components is set to ‘auto’. The value should be strictly positive.

Smaller values lead to better embedding and higher number of dimensions (n_components) in the target projection space.

compute_inverse_componentsbool, default=False

Learn the inverse transform by computing the pseudo-inverse of the components during fit. Note that computing the pseudo-inverse does not scale well to large matrices.

random_stateint, RandomState instance or None, default=None

Controls the pseudo random number generator used to generate the projection matrix at fit time. Pass an int for reproducible output across multiple function calls. See Glossary.

Attributes:

n_components_int

Concrete number of components computed when n_components=”auto”.

components_ndarray of shape (n_components, n_features)

Random matrix used for the projection.

inverse_components_ndarray of shape (n_features, n_components)

Pseudo-inverse of the components, only computed if compute_inverse_components is True.

New in version 1.1.

n_features_in_int

Number of features seen during fit.

New in version 0.24.

feature_names_in_ndarray of shape (n_features_in_,)

Names of features seen during fit. Defined only when X has feature names that are all strings.

New in version 1.0.

See also

SparseRandomProjection

Reduce dimensionality through sparse random projection.

Examples

>>> import numpy as np
>>> from sklearn.random_projection import GaussianRandomProjection
>>> rng = np.random.RandomState(42)
>>> X = rng.rand(25, 3000)
>>> transformer = GaussianRandomProjection(random_state=rng)
>>> X_new = transformer.fit_transform(X)
>>> X_new.shape
(25, 2759)

Methods

fit(X[, y])	Generate a sparse random projection matrix.
fit_transform(X[, y])	Fit to data, then transform it.
get_feature_names_out([input_features])	Get output feature names for transformation.
get_metadata_routing()	Get metadata routing of this object.
get_params([deep])	Get parameters for this estimator.
inverse_transform(X)	Project data back to its original space.
set_output(*[, transform])	Set output container.
set_params(**params)	Set the parameters of this estimator.
transform(X)	Project the data by using matrix product with the random matrix.

fit(X, y=None)

Generate a sparse random projection matrix.

Parameters:

X{ndarray, sparse matrix} of shape (n_samples, n_features)

Training set: only the shape is used to find optimal random matrix dimensions based on the theory referenced in the afore mentioned papers.

yIgnored

Not used, present here for API consistency by convention.

Returns:

selfobject

BaseRandomProjection class instance.

fit_transform(X, y=None, **fit_params)

Fit to data, then transform it.

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters:

Xarray-like of shape (n_samples, n_features)

Input samples.

yarray-like of shape (n_samples,) or (n_samples, n_outputs), default=None

Target values (None for unsupervised transformations).

**fit_paramsdict

Additional fit parameters.

Returns:

X_newndarray array of shape (n_samples, n_features_new)

Transformed array.

get_feature_names_out(input_features=None)

Get output feature names for transformation.

The feature names out will prefixed by the lowercased class name. For example, if the transformer outputs 3 features, then the feature names out are: ["class_name0", "class_name1", "class_name2"].

Parameters:

input_featuresarray-like of str or None, default=None

Only used to validate feature names with the names seen in fit.

Returns:

feature_names_outndarray of str objects

Transformed feature names.

get_metadata_routing()

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRequest

A MetadataRequest encapsulating routing information.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict

Parameter names mapped to their values.

inverse_transform(X)

Project data back to its original space.

Returns an array X_original whose transform would be X. Note that even if X is sparse, X_original is dense: this may use a lot of RAM.

If compute_inverse_components is False, the inverse of the components is computed during each call to inverse_transform which can be costly.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_components)

Data to be transformed back.

Returns:

X_originalndarray of shape (n_samples, n_features)

Reconstructed data.

set_output(*, transform=None)

Set output container.

See Introducing the set_output API for an example on how to use the API.

Parameters:

transform{“default”, “pandas”}, default=None

Configure output of transform and fit_transform.

• "default": Default output format of a transformer

• "pandas": DataFrame output

• "polars": Polars output

• None: Transform configuration is unchanged

New in version 1.4: "polars" option was added.

Returns:

selfestimator instance

Estimator instance.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict

Estimator parameters.

Returns:

selfestimator instance

Estimator instance.

transform(X)

Project the data by using matrix product with the random matrix.

Parameters:

X{ndarray, sparse matrix} of shape (n_samples, n_features)

The input data to project into a smaller dimensional space.

Returns:

X_newndarray of shape (n_samples, n_components)

Projected array.