STK++ 1.0

Auto-Associative Models.

The project AAM provides classes and tools for unsupervised learning and data analysis using Auto-Associative models. More...

Classes

class  STK::AAModelFactory
 @ More...
class  STK::IAAModel
 @ More...
class  STK::LinearAAModel
 A Linear AutoAssociative Model (LAAM) is a generalization of the PCA model for projecting variables on an affine plane of lower dimension. More...
class  STK::ILinearReduct
 A ILinearReduct is an interface base class for criteria to maximize in order to find the axis of a linear reduction. More...

Detailed Description

The project AAM provides classes and tools for unsupervised learning and data analysis using Auto-Associative models.

A function $ g $ is an auto-associative function of dimension d if it is a map from $ \mathbb{R}^p $ to $ \mathbb{R}^p $ that can be written $ g=r\circ p $ where p (the ``Reduction'') is a map from $ \mathbb{R}^p $ to $ \mathbb{R}^d $ (generally d<p) and r (the ``Regression'') is a map from $ \mathbb{R}^d $ to $ \mathbb{R}^p $ .