pca.py 文件源码

def reconstruct(self, X):
        n_features = sp.atleast_2d(X).shape[1]
        latent = sp.dot(self.inv_M, sp.dot(self.weight.T, (X - self.predict_mean).T))
        eps = sprd.multivariate_normal(sp.zeros(n_features), self.sigma2 * sp.eye(n_features))
        recons = sp.dot(self.weight, latent) + self.predict_mean + eps

        return recons