Dimensionality-Reduction
run: python Test_PCA.py
Includes implementation of PCA on a multivariate Gaussian example based on scatter matrix calculation and covariance matrix estimation
Tutorial link: https://www.cs.princeton.edu/picasso/mats/PCA-Tutorial-Intuition_jp.pdf
run: python PCA_scipy_test.py
scipy based PCA on same test example
run: python Plot_CV.py
test example on cross validation
run: python Nested_CV_test.py
test example on Nested Cross Validation technique
run: Baseline.py
Baseline classification on full rank dataset using svc
run: Classify.py
Implements PCA/KPCA on dataset, followed by svc. Stratified k-fold is used
run: PCA_complete.py
Implements dimensionality reduction on dataset followed by linear/Lasso/Ridge/ElasticNet/support vector regression
run: Test_PLSR.py
Test example on Partial Least Squares Regression
run: PLSR.py
Implements Partial Least Squares Regression(univariate case) on dataset