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The input label column data must be <xref:System.Boolean>. This trainer outputs the following columns:
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The input label column data must be <xref:System.Boolean>.
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The input features column data must be a known-sized vector of <xref:System.Single>. This trainer outputs the following columns:
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| Output Column Name | Column Type | Description|
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| -- | -- | -- |
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|`Score`|<xref:System.Single>| The unbounded score that was calculated by the trainer to determine the prediction.|
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|`PredictedLabel`|<xref:System.Boolean>| The label predicted by the trainer. `false` maps to negative score and `true` maps to positive score.|
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|`Probability`|<xref:System.Single>| The probability of having true as the label. Probability value is in range [0, 1].||
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|`Score`|<xref:System.Single>| The unbounded score that was calculated by the model.|
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|`PredictedLabel`|<xref:System.Boolean>| The predicted label, based on the sign of the score. A negative score maps to `false` and a positive score maps to `true`.|
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|`Probability`|<xref:System.Single>| The probability calculated by calibrating the score of having true as the label. Probability value is in range [0, 1].||
/// Create <see cref="RandomizedPcaTrainer"/>, which trains an approximate principal component analysis (PCA) model using randomized SVD algorithm.
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/// Create <see cref="RandomizedPcaTrainer"/>, which trains an approximate principal component analysis (PCA) model using randomized singular value decomposition (SVD) algorithm.
/// <param name="featureColumnName">The name of the feature column. The column data must be a known-sized vector of <see cref="System.Single"/>.</param>
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/// <param name="exampleWeightColumnName">The name of the example weight column (optional).</param>
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/// <param name="exampleWeightColumnName">The name of the example weight column (optional). To use the weight column, the column data
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/// must be of type <see cref="System.Single"/>.</param>
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/// <param name="rank">The number of components in the PCA.</param>
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/// <param name="oversampling">Oversampling parameter for randomized PCA training.</param>
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/// <param name="ensureZeroMean">If enabled, data is centered to be zero mean.</param>
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}
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/// <summary>
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/// Create <see cref="RandomizedPcaTrainer"/> using advanced options, which trains an approximate principal component analysis (PCA) model using randomized SVD algorithm.
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/// Create <see cref="RandomizedPcaTrainer"/> with advanced options, which trains an approximate principal component analysis (PCA) model using randomized singular value decomposition (SVD) algorithm.
Copy file name to clipboardExpand all lines: src/Microsoft.ML.PCA/PcaTrainer.cs
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@@ -40,7 +40,7 @@ namespace Microsoft.ML.Trainers
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/// To create this trainer, use [RandomizedPca](xref:Microsoft.ML.PcaCatalog.RandomizedPca(Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers,System.String,System.String,System.Int32,System.Int32,System.Boolean,System.Nullable{System.Int32}))
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/// or [RandomizedPca(Options)](xref:Microsoft.ML.PcaCatalog.RandomizedPca(Microsoft.ML.AnomalyDetectionCatalog.AnomalyDetectionTrainers,Microsoft.ML.Trainers.RandomizedPcaTrainer.Options)).
/// | Required NuGet in addition to Microsoft.ML | None |
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///
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/// ### Training Algorithm Details
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/// This PCA can be made into Kernel PCA by using Random Fourier Features transform. [Reference](https://web.stanford.edu/group/mmds/slides2010/Martinsson.pdf)
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/// This trainer trains an approximate PCA using a randomized method for computing the singular value decomposition (SVD) of
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/// the matrix whose rows are the input vectors.
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/// The model generated by this trainer contains three parameters:
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/// - A projection matrix $U$
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/// - The mean vector in the original feature space $m$
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/// - The mean vector in the projected feature space $p$
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///
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/// For an input feature vector $x$, the anomaly score is computed by comparing the $L_2$
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/// norm of the original input vector, and the $L_2$ norm of the projected vector:
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