plsda分析matlab代码,SPA-PLSDA.py

#!/usr/bin/env python

# -*- coding:utf-8 -*-

# python: Python 3.7.3

# pandas: pandas 0.25.3

# numpy : numpy 1.16.2

# scipy : scipy 1.4.1

import pandas as pd

import numpy as np

from scipy.linalg import qr, inv, pinv

import scipy.stats

from sklearn.cross_decomposition import PLSRegression

from progress.bar import Bar

from matplotlib import pyplot as plt

from sklearn.model_selection import LeaveOneOut

class SPA:

def _projections_qr(self, X, k, M):

'''

原版连续投影算法使用MATLAB内置的QR函数

该版本改用scipy.linalg.qr函数

https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.linalg.qr.html

X : 预测变量矩阵

K ：投影操作的初始列的索引

M : 结果包含的变量个数

return ：由投影操作生成的变量集的索引

'''

X_projected = X.copy()

# 计算列向量的平方和

norms = np.sum((X**2), axis=0)

# 找到norms中数值最大列的平方和

norm_max = np.amax(norms)

# 缩放第K列 使其成为“最大的”列

X_projected[:, k] = X_projected[:, k] * 2 * norm_max/norms[k]

# 矩阵分割 ，order 为列交换索引

_, __, order = qr(X_projected, 0, pivoting=True)

return order[:M].T

def _validation(self, Xcal, ycal, var_sel, Xval=None, yval=None):

'''

[yhat,e] = validation(Xcal,var_sel,ycal,Xval,yval) --> 使用单独的验证集进行验证

[yhat,e] = validation(Xcal,ycalvar_sel) --> 交叉验证

'''

N = Xcal.shape[0] # N 测试集的个数

if Xval is None: # 判断是否使用验证集

NV = 0

else:

NV = Xval.shape[0] # NV 验证集的个数

y