decomposition.py 文件源码

def de_ps(X,y):
    dim = X.shape[1]
    de = min(2000,dim)
    clf = SelectKBest(lambda X, Y: np.array(map(lambda x:pearsonr(x, Y), X.T)).T, k=de)
    clf.fit(X,y)
    def _func(X1,X2):
        return clf.transform(X1),clf.transform(X2)
    return _func