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CMP++: Uncertainty Quantification & Bayesian Calibration
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Template virtual base class for feature scaling and transformation. More...
#include <scaler.h>

Public Member Functions | |
| virtual Eigen::VectorXd | transform (const Eigen::Ref< const Eigen::VectorXd > &data) const =0 |
| Transforms the input data from physical space to the scaled latent space. | |
| virtual Eigen::VectorXd | inverseTransform (const Eigen::Ref< const Eigen::VectorXd > &data) const =0 |
| Reconstructs the data from the scaled latent space back to physical space. | |
| virtual Eigen::VectorXd | getIntercept () const =0 |
| Retrieves the intercept vector \( \mu \) used in the transformation. | |
| virtual Eigen::MatrixXd | getScale () const =0 |
| Retrieves the scaling matrix \( S \) used in the transformation. | |
| virtual void | fit (const Eigen::Ref< const Eigen::MatrixXd > &data)=0 |
| Learns the scaling parameters (e.g., mean, variance) from the training data. | |
| virtual Eigen::MatrixXd | fit_transform (const Eigen::Ref< const Eigen::MatrixXd > &data)=0 |
| Fits the scaling parameters to the data and subsequently transforms the data. | |
Template virtual base class for feature scaling and transformation.
Define a transformation mapping \( T: \mathbb{R}^d \to \mathbb{R}^d \) and its inverse \( T^{-1} \):
\[ y = T(x) \]
\[ x = T^{-1}(y) \]
Often represented linearly with intercept \( \mu \) and scaling factor/matrix \( S \):
\[ T(x) = S^{-1}(x - \mu) \]
\[ T^{-1}(y) = S y + \mu \]
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pure virtual |
Learns the scaling parameters (e.g., mean, variance) from the training data.
| data | A matrix \( X \in \mathbb{R}^{n \times d} \) of training samples. |
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.
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pure virtual |
Fits the scaling parameters to the data and subsequently transforms the data.
| data | A matrix \( X \in \mathbb{R}^{n \times d} \) of training samples. |
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.
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pure virtual |
Retrieves the intercept vector \( \mu \) used in the transformation.
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.
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pure virtual |
Retrieves the scaling matrix \( S \) used in the transformation.
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.
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pure virtual |
Reconstructs the data from the scaled latent space back to physical space.
| data | A column vector \( y \) in the scaled space. |
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.
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pure virtual |
Transforms the input data from physical space to the scaled latent space.
| data | A column vector \( x \) representing a single data point in physical space. |
Implemented in cmp::scaler::StandardScaler, cmp::scaler::PCA, cmp::scaler::DummyScaler, cmp::scaler::EllipticScaler, and cmp::scaler::MinMaxScaler.