public static class MultivariateDecorrelator.DiagonalCovarianceLearner extends AbstractCloneableSerializable implements BatchLearner<java.util.Collection<? extends Vectorizable>,MultivariateDecorrelator>
DiagonalCovarianceLearner
class implements a BatchLearner
object for a MultivariateDecorrelator
.Modifier and Type | Field and Description |
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static double |
DEFAULT_DEFAULT_COVARIANCE
The default value for default covariance is 1.0E-5.
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protected double |
defaultCovariance
The default covariance.
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Constructor and Description |
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DiagonalCovarianceLearner()
Creates a new MultivariateDecorrelator.DiagonalCovarianceLearner
with the default value for default covariance.
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DiagonalCovarianceLearner(double defaultCovariance)
Creates a new MultivariateDecorrelator.DiagonalCovarianceLearner with
the given value for default covariance.
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Modifier and Type | Method and Description |
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double |
getDefaultCovariance()
Gets the default covariance value.
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MultivariateDecorrelator |
learn(java.util.Collection<? extends Vectorizable> values)
Learns a MultivariateDecorrelator from the given values by
computing the mean and variance for each dimension separately.
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void |
setDefaultCovariance(double defaultCovariance)
Sets the default covariance value.
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clone
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
clone
public static final double DEFAULT_DEFAULT_COVARIANCE
protected double defaultCovariance
public DiagonalCovarianceLearner()
public DiagonalCovarianceLearner(double defaultCovariance)
defaultCovariance
- The default covariance value. Added to the diagonal to prevent
it from becoming singularpublic MultivariateDecorrelator learn(java.util.Collection<? extends Vectorizable> values)
learn
in interface BatchLearner<java.util.Collection<? extends Vectorizable>,MultivariateDecorrelator>
values
- The values to use.public double getDefaultCovariance()
public void setDefaultCovariance(double defaultCovariance)
defaultCovariance
- The default covariance value. Must be non-negative.