Skip to main content

Variational Bayesian Mixture of Factor Analysers for dimensionality reduction and clustering.

Factor analysis (FA) is a method for dimensionality reduction, similar to principle component analysis (PCA), singular value decomposition (SVD), or independent component analysis (ICA). Applications include visualization, image compression, or feature learning. A mixture of factor analysers consists of several factor analysers, and allows both dimensionality reduction and clustering. Variational Bayesian learning of model parameters prevents overfitting compared with maximum likelihood methods such as expectation maximization (EM), and allows to learn the dimensionality of the lower dimensional subspace by automatic relevance determination (ARD). A detailed explanation of the model can be found here.

Note

The current version is still under development, and needs to be optimized for large-scale data sets. I am open for any suggestions, and happy about every bug report!

Installation

The easiest way to install vbmfa is to use PyPI:

pip install vbmfa

Alternatively, you can checkout the repository from Github:

git clone https://github.com/cangermueller/vbmfa.git

Examples

The folder examples/ contains example ipython notebooks:

  • VbFa, a single Variational Bayesian Factor Analyser

  • VbMfa, a mixture of Variational Bayesian Factors Analysers

References

Contact

Christof Angermueller

https://github.com/cangermueller

Metadata

Release files for vbmfa 0.0.1

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for vbmfa 0.0.1
File Size Uploaded
vbmfa-0.0.1.tar.gz 33.2 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for vbmfa 0.0.1
File Interpreter ABI Platform
vbmfa-0.0.1.macosx-10.9-x86_64.tar.gz Details

Total release size: 51.1 kB

Release files / vbmfa-0.0.1.tar.gz

Download URL vbmfa-0.0.1.tar.gz
Size 33.2 kB
Tags Source
SHA-256 checksum
How to use checksums
64a931a01f1b671d18a49d5d6f78d6080c2c391b525579f84af100faa8c06812
BLAKE2b-256 checksum
How to use checksums
25f03f89c0523c9d9c0efdcc2ee11fd6086ae9c2095ddfda27ba7950e971aa62
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No

Release files / vbmfa-0.0.1.macosx-10.9-x86_64.tar.gz

Download URL vbmfa-0.0.1.macosx-10.9-x86_64.tar.gz
Size 17.9 kB
Tags Source
SHA-256 checksum
How to use checksums
ecedd9996f8119a8b021ad9121bb6a1a7fd6bdca784a2816fa89262bdb7a3504
BLAKE2b-256 checksum
How to use checksums
84b0c551bd5857cc390b5744a492d18e79929a9da2cf0c4ee3f9512fa591b840
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No

Release history Release notifications | RSS feed

This release

0.0.1 This release

2 release files

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page