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Basic Component Analysis

  • a common function symeig
  • PCA: prin_comp and prin_comp_cov
  • Fisher LDA: linear_discrim
  • CCA (canonical correlation analysis): canon_corr

Common metrics

Add more functions to the metrics module:

  • pw_euclidean
  • pw_cityblock
  • pw_chebyshev
  • pw_hamming
  • pw_cosine
  • pw_qdist
  • pw_mahdist
  • pw_minkowski

Probabilistic PCA

This includes

  • a PPCA class to support single probabilistic pca computation
  • a PPCA model model
  • mixture of PPCAs

Simple sampling function

Several commonly used sampling function

  • find_bin: find the bin label for a number
  • sample_wor: Simple sampling without replacement
  • ddsample: sampling from discrete distribution

Vector quantization

Vector quantization clustering methods

  • seeding: rand_seed, kmpp_seed
  • kmeans
  • kmedoid

Dirichlet distribution

  • covariance and entropy evaluation
  • logpdf evaluation
  • sampling
  • maximum likelihood estimation

Mixture models

  • a general mixture model framework
  • Gaussian mixture model
  • a demo of GMM

Gaussian markov random fields

  • Gauss functions using canonical parameters
  • functions to generate weight matrices and Laplacian matrix
  • GMRF-based smoothing

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