pca-web 0.1.0

package/dist/base.js

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+/**
+ * Shared machinery for PCA and IncrementalPCA — the counterpart of sklearn's
+ * `_BasePCA`: transform / inverseTransform / getCovariance / getPrecision /
+ * getFeatureNamesOut operating on the fitted state.
+ */
+import { asMatrix, Matrix } from './matrix.js';
+import { PCA_MODEL_FORMAT_VERSION } from './model.js';
+import { matmul, matmulTransB } from './numeric/blas.js';
+import { inverse } from './numeric/lu.js';
+import { dtypeOf, epsFor } from './types.js';
+import { assertAllFinite, checkFeatureCount, NotFittedError } from './validation.js';
+export function castTo(a, dtype) {
+    return dtype === 'float64' ? a : Float32Array.from(a);
+}
+export function promoteDtype(a, b) {
+    return a === 'float64' || b === 'float64' ? 'float64' : 'float32';
+}
+export class BasePCA {
+    estimatorName = 'PCA';
+    fitted = false;
+    /** True while a fit generator is live — re-entrant fits on one instance throw. */
+    fitting = false;
+    dtype = 'float64';
+    whitenOpt = false;
+    components_ = null;
+    explainedVariance_ = null;
+    explainedVarianceRatio_ = null;
+    singularValues_ = null;
+    mean_ = null;
+    nComponents_ = 0;
+    nFeaturesIn_ = 0;
+    noiseVariance_ = 0;
+    assertFitted() {
+        if (!this.fitted) {
+            throw new NotFittedError(this.estimatorName);
+        }
+    }
+    // ------------------------------------------------------------------
+    // Fitted attributes (sklearn's trailing-underscore attributes)
+    // ------------------------------------------------------------------
+    /** Principal axes (nComponents × nFeatures) — sklearn's `components_`. */
+    get components() {
+        this.assertFitted();
+        return this.components_;
+    }
+    /** sklearn's `explained_variance_`. */
+    get explainedVariance() {
+        this.assertFitted();
+        return this.explainedVariance_;
+    }
+    /**
+     * sklearn's `explained_variance_ratio_`. For zero-variance (all-constant)
+     * training data the total variance is 0, so every entry is NaN — the same
+     * 0/0 sklearn produces (alongside a RuntimeWarning) in that case.
+     */
+    get explainedVarianceRatio() {
+        this.assertFitted();
+        return this.explainedVarianceRatio_;
+    }
+    /** sklearn's `singular_values_`. */
+    get singularValues() {
+        this.assertFitted();
+        return this.singularValues_;
+    }
+    /** Per-feature training mean — sklearn's `mean_`. */
+    get mean() {
+        this.assertFitted();
+        return this.mean_;
+    }
+    /** Estimated number of components — sklearn's `n_components_`. */
+    get nComponents() {
+        this.assertFitted();
+        return this.nComponents_;
+    }
+    /** sklearn's `n_features_in_`. */
+    get nFeaturesIn() {
+        this.assertFitted();
+        return this.nFeaturesIn_;
+    }
+    /** Tipping–Bishop noise variance — sklearn's `noise_variance_`. */
+    get noiseVariance() {
+        this.assertFitted();
+        return this.noiseVariance_;
+    }
+    /** Whether whitening is enabled (constructor option). */
+    get whiten() {
+        return this.whitenOpt;
+    }
+    // ------------------------------------------------------------------
+    // Transforms
+    // ------------------------------------------------------------------
+    /** Project X onto the principal components — sklearn's `transform`. */
+    transform(X) {
+        this.assertFitted();
+        const xm = asMatrix(X);
+        assertAllFinite(xm, `${this.estimatorName}.transform`);
+        checkFeatureCount(xm, this.nFeaturesIn_, this.estimatorName);
+        return this.transformCore(xm, false);
+    }
+    transformCore(X, xIsCentered) {
+        const comp = this.components_;
+        // Project first, then remove the projected mean — sklearn's operation
+        // order (avoids centering a copy of X).
+        const xt = matmulTransB(X.data, comp.data, X.rows, X.cols, comp.rows);
+        return this._transformFromProjection(xt, X.rows, X.dtype, xIsCentered);
+    }
+    /**
+     * @internal Everything in transform downstream of the X·componentsᵀ
+     * product (mean-projection removal, whitening, dtype cast). The WebGPU
+     * frontend calls this with a device-computed projection; `xt` is consumed.
+     */
+    _transformFromProjection(xt, n, xDtype, xIsCentered) {
+        const comp = this.components_;
+        const ev = this.explainedVariance_;
+        const meanArr = this.mean_;
+        const p = comp.cols;
+        const k = comp.rows;
+        if (!xIsCentered) {
+            const meanProj = new Float64Array(k);
+            for (let c = 0; c < k; c++) {
+                let acc = 0;
+                const off = c * p;
+                for (let j = 0; j < p; j++) {
+                    acc += meanArr[j] * comp.data[off + j];
+                }
+                meanProj[c] = acc;
+            }
+            for (let i = 0; i < n; i++) {
+                for (let c = 0; c < k; c++) {
+                    xt[i * k + c] -= meanProj[c];
+                }
+            }
+        }
+        if (this.whitenOpt) {
+            // Clip near-zero variances at dtype eps, as sklearn does, so
+            // rank-deficient data cannot produce non-finite whitened output.
+            const minScale = epsFor(dtypeOf(ev));
+            for (let c = 0; c < k; c++) {
+                let scale = Math.sqrt(ev[c]);
+                if (scale < minScale) {
+                    scale = minScale;
+                }
+                for (let i = 0; i < n; i++) {
+                    xt[i * k + c] /= scale;
+                }
+            }
+        }
+        return new Matrix(castTo(xt, promoteDtype(xDtype, this.dtype)), n, k);
+    }
+    /** Map component-space data back to feature space — sklearn's `inverse_transform`. */
+    inverseTransform(X) {
+        this.assertFitted();
+        const xm = asMatrix(X);
+        const comp = this.components_;
+        const ev = this.explainedVariance_;
+        const meanArr = this.mean_;
+        const k = comp.rows;
+        const p = comp.cols;
+        if (xm.cols !== k) {
+            throw new Error(`X has ${xm.cols} features, but inverseTransform expects ${k} (= nComponents)`);
+        }
+        const n = xm.rows;
+        let compData = comp.data;
+        if (this.whitenOpt) {
+            const scaled = new Float64Array(k * p);
+            for (let c = 0; c < k; c++) {
+                const f = Math.sqrt(ev[c]);
+                const off = c * p;
+                for (let j = 0; j < p; j++) {
+                    scaled[off + j] = f * comp.data[off + j];
+                }
+            }
+            compData = scaled;
+        }
+        const out = matmul(xm.data, compData, n, k, p);
+        for (let i = 0; i < n; i++) {
+            const off = i * p;
+            for (let j = 0; j < p; j++) {
+                out[off + j] += meanArr[j];
+            }
+        }
+        // numpy promotion: `X @ components + mean_` picks up mean_'s dtype, so a
+        // float32-fitted IncrementalPCA (whose mean_ is always float64) returns
+        // float64 here — unlike transform, whose in-place subtraction stays f32.
+        const outDtype = promoteDtype(promoteDtype(xm.dtype, this.dtype), dtypeOf(meanArr));
+        return new Matrix(castTo(out, outDtype), n, p);
+    }
+    // ------------------------------------------------------------------
+    // Generative model: covariance and precision
+    // ------------------------------------------------------------------
+    /** Model covariance `componentsᵀ diag(ev − nv) components + nv·I` — sklearn's `get_covariance`. */
+    getCovariance() {
+        this.assertFitted();
+        const p = this.nFeaturesIn_;
+        return new Matrix(castTo(this.covarianceF64(), this.dtype), p, p);
+    }
+    covarianceF64() {
+        const comp = this.components_;
+        const ev = this.explainedVariance_;
+        const nv = this.noiseVariance_;
+        const k = comp.rows;
+        const p = comp.cols;
+        // w = components (rows scaled by sqrt(ev) when whitening, like sklearn);
+        // scaled = diag(exp_var_diff) @ w, so cov = scaledᵀ @ w.
+        const w = new Float64Array(k * p);
+        const scaled = new Float64Array(k * p);
+        for (let c = 0; c < k; c++) {
+            const f = this.whitenOpt ? Math.sqrt(ev[c]) : 1;
+            const evd = ev[c] > nv ? ev[c] - nv : 0;
+            const off = c * p;
+            for (let j = 0; j < p; j++) {
+                const wv = comp.data[off + j] * f;
+                w[off + j] = wv;
+                scaled[off + j] = wv * evd;
+            }
+        }
+        const cov = new Float64Array(p * p);
+        for (let c = 0; c < k; c++) {
+            const offW = c * p;
+            for (let i = 0; i < p; i++) {
+                const sv = scaled[offW + i];
+                if (sv !== 0) {
+                    const covOff = i * p;
+                    for (let j = 0; j < p; j++) {
+                        cov[covOff + j] += sv * w[offW + j];
+                    }
+                }
+            }
+        }
+        for (let i = 0; i < p; i++) {
+            cov[i * p + i] += nv;
+        }
+        return cov;
+    }
+    /** Model precision via the matrix inversion lemma — sklearn's `get_precision`. */
+    getPrecision() {
+        this.assertFitted();
+        const p = this.nFeaturesIn_;
+        return new Matrix(castTo(this.precisionF64(), this.dtype), p, p);
+    }
+    precisionF64() {
+        const p = this.nFeaturesIn_;
+        const k = this.nComponents_;
+        const nv = this.noiseVariance_;
+        if (k === 0) {
+            const eye = new Float64Array(p * p);
+            for (let i = 0; i < p; i++) {
+                eye[i * p + i] = 1 / nv;
+            }
+            return eye;
+        }
+        if (nv === 0) {
+            return inverse(this.covarianceF64(), p);
+        }
+        const comp = this.components_;
+        const ev = this.explainedVariance_;
+        const w = new Float64Array(k * p);
+        for (let c = 0; c < k; c++) {
+            const f = this.whitenOpt ? Math.sqrt(ev[c]) : 1;
+            const off = c * p;
+            for (let j = 0; j < p; j++) {
+                w[off + j] = comp.data[off + j] * f;
+            }
+        }
+        // inner = w wᵀ / nv + diag(1 / (ev − nv))
+        const inner = new Float64Array(k * k);
+        for (let a = 0; a < k; a++) {
+            for (let b = 0; b < k; b++) {
+                let acc = 0;
+                const offA = a * p;
+                const offB = b * p;
+                for (let j = 0; j < p; j++) {
+                    acc += w[offA + j] * w[offB + j];
+                }
+                inner[a * k + b] = acc / nv;
+            }
+        }
+        for (let c = 0; c < k; c++) {
+            const evd = ev[c] > nv ? ev[c] - nv : 0;
+            inner[c * k + c] += 1 / evd;
+        }
+        const innerInv = inverse(inner, k);
+        // precision = −(wᵀ innerInv w) / nv² + I/nv
+        const tmp = matmul(innerInv, w, k, k, p); // k×p
+        const prec = new Float64Array(p * p);
+        for (let c = 0; c < k; c++) {
+            const offW = c * p;
+            for (let i = 0; i < p; i++) {
+                const wv = w[offW + i];
+                if (wv !== 0) {
+                    const off = i * p;
+                    for (let j = 0; j < p; j++) {
+                        prec[off + j] += wv * tmp[offW + j];
+                    }
+                }
+            }
+        }
+        const nv2 = nv * nv;
+        for (let i = 0; i < p * p; i++) {
+            prec[i] /= -nv2;
+        }
+        for (let i = 0; i < p; i++) {
+            prec[i * p + i] += 1 / nv;
+        }
+        return prec;
+    }
+    /** Output feature names, e.g. ['pca0', 'pca1', …] — sklearn's `get_feature_names_out`. */
+    getFeatureNamesOut() {
+        this.assertFitted();
+        const prefix = this.estimatorName.toLowerCase();
+        const names = new Array(this.nComponents_);
+        for (let i = 0; i < this.nComponents_; i++) {
+            names[i] = `${prefix}${i}`;
+        }
+        return names;
+    }
+    // ------------------------------------------------------------------
+    // Model serialization
+    // ------------------------------------------------------------------
+    /**
+     * The shared fitted attributes as tight copies — a snapshot fully
+     * decoupled from live estimator state, safe to transfer or persist.
+     */
+    exportBaseModel() {
+        this.assertFitted();
+        return {
+            formatVersion: PCA_MODEL_FORMAT_VERSION,
+            dtype: this.dtype,
+            nComponents: this.nComponents_,
+            nFeaturesIn: this.nFeaturesIn_,
+            whiten: this.whitenOpt,
+            noiseVariance: this.noiseVariance_,
+            components: this.components_.data.slice(),
+            mean: this.mean_.slice(),
+            explainedVariance: this.explainedVariance_.slice(),
+            explainedVarianceRatio: this.explainedVarianceRatio_.slice(),
+            singularValues: this.singularValues_.slice(),
+        };
+    }
+    /**
+     * Adopts a (validated) model's fields zero-copy and marks the estimator
+     * fitted. Callers own any defensive copying.
+     */
+    importBaseModel(m) {
+        this.dtype = m.dtype;
+        this.whitenOpt = m.whiten;
+        this.nComponents_ = m.nComponents;
+        this.nFeaturesIn_ = m.nFeaturesIn;
+        this.noiseVariance_ = m.noiseVariance;
+        this.components_ = new Matrix(m.components, m.nComponents, m.nFeaturesIn);
+        this.mean_ = m.mean;
+        this.explainedVariance_ = m.explainedVariance;
+        this.explainedVarianceRatio_ = m.explainedVarianceRatio;
+        this.singularValues_ = m.singularValues;
+        this.fitted = true;
+    }
+}
+//# sourceMappingURL=base.js.map

package/dist/base.js.map

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package/dist/incremental-pca.d.ts

@@ -0,0 +1,86 @@
+/**
+ * Incremental PCA matching `sklearn.decomposition.IncrementalPCA` (1.9):
+ * constant-memory fitting via `partialFit` batches (Ross et al. 2008), so the
+ * dataset never needs to reside in memory at once.
+ */
+import { BasePCA } from './base.js';
+import { Matrix, type MatrixInput } from './matrix.js';
+import { type IncrementalPCAModel } from './model.js';
+import { type FitAsyncOptions, type FitObserver } from './progress.js';
+export interface IncrementalPCAOptions {
+    /** Number of components to keep (integer ≥ 1), or null to use min(batch shape). */
+    nComponents?: number | null;
+    /** Scale transformed output to unit component-wise variance. */
+    whiten?: boolean;
+    /** When false, fit/partialFit may overwrite the input Matrix's data. */
+    copy?: boolean;
+    /** Rows per batch for fit(); null → 5 × nFeatures, like sklearn. */
+    batchSize?: number | null;
+}
+export declare class IncrementalPCA extends BasePCA {
+    protected readonly estimatorName: string;
+    private readonly opts;
+    private var_;
+    private meanF64_;
+    private nSamplesSeen_;
+    private batchSize_;
+    /** Mirrors sklearn's hasattr(self, 'components_') — set by fit() before batching. */
+    private hasComponentsAttr_;
+    constructor(options?: IncrementalPCAOptions);
+    /** Per-feature running variance (always float64, like sklearn) — `var_`. */
+    get variance(): Float64Array;
+    /** Samples processed so far — sklearn's `n_samples_seen_`. */
+    get nSamplesSeen(): number;
+    /** Batch size used by fit — sklearn's `batch_size_` (only set by fit()). */
+    get batchSize(): number;
+    /**
+     * Fit in minibatches of `batchSize` rows — sklearn's `IncrementalPCA.fit`.
+     * The first batch must have at least 2 samples.
+     */
+    fit(X: MatrixInput, observer?: FitObserver): this;
+    /**
+     * Non-blocking fit: identical batching, time-sliced on the event loop.
+     * Results are bit-identical to the synchronous fit. An abort between
+     * batches keeps the completed-batch model (the estimator stays usable).
+     */
+    fitAsync(X: MatrixInput, options?: FitAsyncOptions): Promise<this>;
+    /**
+     * @internal The batched fit as a step generator — one `yield` per batch
+     * is the suspension/abort checkpoint for the drivers. Mirrors sklearn's
+     * fit(): state is reset before validation, and each batch runs the
+     * unchanged partialFit update.
+     */
+    _fitSteps(X: Matrix, observer?: FitObserver): Generator<void, void, void>;
+    /**
+     * Snapshot of the just-stored (batch-prefix) model, as fresh float64
+     * copies. Scores project the original input's rows seen so far; with
+     * `copy: false` the first batch's rows were destructively centered by
+     * the update (sklearn's contract), making those scores approximate.
+     */
+    private batchSnapshot;
+    /**
+     * Incremental fit on one batch — sklearn's `partial_fit`. All of X is one
+     * batch. The first call must see at least 2 samples; later calls may
+     * stream batches of any size (including single rows).
+     */
+    partialFit(X: MatrixInput): this;
+    /** Equivalent to fit(X).transform(X) (sklearn's TransformerMixin behavior). */
+    fitTransform(X: MatrixInput, observer?: FitObserver): Matrix;
+    /** Non-blocking fitTransform — fitAsync followed by transform. */
+    fitTransformAsync(X: MatrixInput, options?: FitAsyncOptions): Promise<Matrix>;
+    /**
+     * The fitted model as a plain structured-clone-friendly object. Includes
+     * the running statistics (`nSamplesSeen`, float64 mean/variance), so
+     * `partialFit` resumes bit-exactly after rehydration.
+     */
+    toModel(): IncrementalPCAModel;
+    /**
+     * Rehydrates a fitted IncrementalPCA from `toModel()` output (validated
+     * first; arrays adopted without copying). Further `partialFit` calls
+     * continue the stream exactly where the exported estimator left off.
+     */
+    static fromModel(model: IncrementalPCAModel): IncrementalPCA;
+    /** The whitening/update step; mutates `X`'s data (callers pass a copy unless copy=false). */
+    private partialFitCore;
+}
+//# sourceMappingURL=incremental-pca.d.ts.map

package/dist/incremental-pca.d.ts.map

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