lisitsyn / tapkee

A flexible and efficient С++ template library for dimension reduction
http://tapkee.lisitsyn.me
BSD 3-Clause "New" or "Revised" License
231 stars 58 forks source link

Projecting out of bag data #44

Open inglada opened 7 years ago

inglada commented 7 years ago

Hi,

I am new to Tapkee and I can't find how to project new data not used while building a model.

The issue is that I have large data sets and I would like to estimate a dimensionality reduction model using a subset of my data, and apply the model afterwards to the complete data set.

I understand that this may not make sense for some of the methods, but it does for some others. What I would need to do is something similar to retrieving the projection matrix of a PCA in order to apply it to new data. The question is, how to do it in a generic way with Tapkee?

I think I should be able to do that using a ProjectingFunction, but I can't find an example doing that.

Thanks in advance for your help.

innerlee commented 6 years ago

https://github.com/lisitsyn/tapkee/issues/9