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Addressing LFDA sign indeterminacy #326

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Merged
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Sep 15, 2021
Merged

Addressing LFDA sign indeterminacy #326

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8fc975c
Add venv to gitignore
Sep 13, 2021
de94b72
Note proposed to address sign indeterminancy
Sep 15, 2021
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3 changes: 2 additions & 1 deletion .gitignore
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Expand Up @@ -7,4 +7,5 @@ htmlcov/
.cache/
.pytest_cache/
doc/auto_examples/*
doc/generated/*
doc/generated/*
venv/
5 changes: 5 additions & 0 deletions doc/supervised.rst
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Expand Up @@ -292,6 +292,11 @@ same class are not imposed to be close.
lfda = LFDA(k=2, dim=2)
lfda.fit(X, Y)

.. note::
LDFA suffers from a problem called “sign indeterminacy”, which means the sign of the ``components`` and the output from transform depend on a random state. This is directly related to the calculation of eigenvectors in the algorithm. The same input ran in different times might lead to different transforms, but both valid.

To work around this, fit instances of this class to data once, then keep the instance around to do transformations.

.. topic:: References:

.. [1] Sugiyama. `Dimensionality Reduction of Multimodal Labeled Data by Local
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