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package main | |
import ( | |
"fmt" | |
"log" | |
"math/rand" | |
"os/exec" | |
"time" | |
"gonum.org/v1/gonum/stat" | |
"gonum.org/v1/plot" | |
"gonum.org/v1/plot/plotter" | |
"gonum.org/v1/plot/vg" | |
"gonum.org/v1/gonum/mat" | |
) | |
// MyScatter is a wrapper of Scatter of package plotter | |
// with slice of float64 x and y. | |
func MyScatter(x, y []float64, file string) { | |
if len(x) != len(y) { | |
log.Fatal("length of x and y have to same.") | |
} | |
data := make(plotter.XYs, len(x)) | |
for i := 0; i < len(x); i++ { | |
data[i].X = x[i] | |
data[i].Y = y[i] | |
} | |
p, err := plot.New() | |
if err != nil { | |
panic(err) | |
} | |
s, err := plotter.NewScatter(data) | |
if err != nil { | |
panic(err) | |
} | |
s.Radius = vg.Length(2) | |
p.Add(s) | |
if err = p.Save(10*vg.Inch, 6*vg.Inch, file); err != nil { | |
panic(err) | |
} | |
if err = exec.Command("open", file).Run(); err != nil { | |
panic(err) | |
} | |
} | |
// MultiNorm returns multi-dimension normally distributed VecDense | |
// with average vector u and covariance matrix S. | |
func MultiNorm(u *mat.VecDense, S *mat.SymDense) (*mat.VecDense, error) { | |
rand.Seed(time.Now().UnixNano()) | |
n, _ := S.Dims() | |
x := make([]float64, n) | |
for i := range x { | |
x[i] = rand.NormFloat64() | |
} | |
y := mat.NewVecDense(len(x), x) | |
var chol mat.Cholesky | |
if ok := chol.Factorize(S); !ok { | |
return nil, fmt.Errorf("covariance matrix must be poositive defined") | |
} | |
var L mat.TriDense | |
chol.LTo(&L) | |
y.MulVec(&L, y) | |
y.AddVec(y, u) | |
return y, nil | |
} | |
func main() { | |
// generate sample data | |
N := 10000 | |
d := 2 | |
y := mat.NewDense(N, d, nil) | |
for i := 0; i < N; i++ { | |
rnd, _ := MultiNorm(mat.NewVecDense(d, []float64{0.0, 0.0}), | |
mat.NewSymDense(d, []float64{3.0, 0.5, 0.5, 1.0}), | |
) | |
y.SetRow(i, mat.Col(nil, 0, rnd)) | |
} | |
x1 := make([]float64, N) | |
x2 := make([]float64, N) | |
for i := 0; i < N; i++ { | |
x1[i] = y.At(i, 0) | |
x2[i] = y.At(i, 1) | |
} | |
MyScatter(x1, x2, "before.png") | |
// PCA | |
var pc stat.PC | |
ok := pc.PrincipalComponents(y, nil) | |
if !ok { | |
log.Fatal("PCA fails") | |
} | |
k := 2 | |
var proj mat.Dense | |
proj.Mul(y, pc.VectorsTo(nil).Slice(0, d, 0, k)) | |
for i := 0; i < N; i++ { | |
x1[i] = proj.At(i, 0) | |
x2[i] = proj.At(i, 1) | |
} | |
MyScatter(x1, x2, "after.png") | |
} |
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