/OnPLS

OnPLS: Orthogonal Projections to Latent Structures in Multiblock and Path Model Data Analysis

Primary LanguagePythonBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

OnPLS

OnPLS: Orthogonal Projections to Latent Structures in Multiblock and Path Model Data Analysis

OnPLS is a Python package for multiblock data analysis with prefiltering of unique and locally joint variation.

Installation

The reference environment for OnPLS is Ubuntu 14.04 LTS with Python 2.7.6 or Python 3.4.3 and Numpy 1.8.2.

Unless you already have Numpy installed, you need to install it:

$ sudo apt-get install python-numpy

or

$ sudo apt-get install python3-numpy

In order to run the tests, you may also need to install Nose:

$ sudo apt-get install python-nose

or

$ sudo apt-get install python3-nose

Downloading the latest development version

Clone the Github repository

$ git clone https://github.com/tomlof/OnPLS.git

Preferably, you would fork it first and clone your own repository.

Add OnPLS to your Python path:

$ export $PYTHONPATH=$PYTHONPATH:/directory/to/OnPLS

Stable reseases with setup scripts will be included in future versions.

You are now ready to use your fresh installation of OnPLS!

Quick start

A simple example of the usage:

import numpy as np
import OnPLS

np.random.seed(42)

n, p_1, p_2, p_3 = 4, 3, 4, 5
t = np.sort(np.random.randn(n, 1), axis=0)
p1 = np.sort(np.random.randn(p_1, 1), axis=0)
p2 = np.sort(np.random.randn(p_2, 1), axis=0)
p3 = np.sort(np.random.randn(p_3, 1), axis=0)
X1 = np.dot(t, p1.T) + 0.1 * np.random.randn(n, p_1)
X2 = np.dot(t, p2.T) + 0.1 * np.random.randn(n, p_2)
X3 = np.dot(t, p3.T) + 0.1 * np.random.randn(n, p_3)

# Define the connections between blocks
predComp = [[0, 1, 1], [1, 0, 1], [1, 1, 0]]
# Define the numbers of non-global components
orthComp = [1, 1, 1]

# Create the estimator
onpls = OnPLS.estimators.OnPLS(predComp, orthComp)

# Fit a model
onpls.fit([X1, X2, X3])

# Perform prediction of all matrices from all connected matrices
Xhat = onpls.predict([X1, X2, X3])

# Compute prediction score
score = onpls.score([X1, X2, X3])

cv_scores = OnPLS.resampling.cross_validation(onpls, [X1, X2, X3], cv_rounds=4)