feat: inverse pca implement (#312)

rust-ml · Jul 3, 2024 · b807674 · b807674
1 parent 80a973b
commit b807674
Showing 1 changed file with 8 additions and 0 deletions.
diff --git a/algorithms/linfa-reduction/src/pca.rs b/algorithms/linfa-reduction/src/pca.rs
@@ -190,6 +190,14 @@ impl Pca<f64> {
     pub fn singular_values(&self) -> &Array1<f64> {
         &self.sigma
     }
+
+        /// Transform data back to its original space
+    pub fn inverse_transform(
+            &self,
+            prediction: ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>>,
+        ) -> ArrayBase<ndarray::OwnedRepr<f64>, ndarray::Dim<[usize; 2]>> {
+            prediction.dot(&self.embedding) + &self.mean
+    }
 }
 
 impl<F: Float, D: Data<Elem = F>> PredictInplace<ArrayBase<D, Ix2>, Array2<F>> for Pca<F> {