Transform predictors into extracted features
transform
converts data to predicted features by using the
learned weight matrix W
to map input predictors to output
features.
For rica
, input data X
maps linearly
to output features XW
. See Reconstruction ICA Algorithm.
For sparsefilt
, input data maps nonlinearly to output
features (X
,W
). See Sparse Filtering Algorithm.
Caution
The result of transform
for sparse filtering depends
on the number of data points. In particular, the result of applying
transform
to each row of a matrix separately
differs from the result of applying transform
to the
entire matrix at once.