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+ SPE documentation
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iglesias committed Apr 3, 2012
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27 changes: 26 additions & 1 deletion src/shogun/converter/StochasticProximityEmbedding.h
Expand Up @@ -30,7 +30,32 @@ enum ESPEStrategy
* Dimensionality Reduction Toolkit) used to construct embeddings of data using
* the Stochastic Proximity algorithm.
*
* TODO more documentation
* Agrafiotis, D. K. (2002)
* Stochastic Proximity Embedding
* Retrieved from:
* http://www.dimitris-agrafiotis.com/Papers/jcc20078.pdf
*
* This class provides two different strategies for the computation of the embedding.
* In each iteration, both strategies choose two sets of feature vectors whose
* representation in the embedded space is updated. The first set is randomly chosen
* in both strategies. However, the second set is obtained differently depending on
* the strategy used. In the SPE_GLOBAL strategy, the second set is still
* chosen at random. On the other hand, if SPE_LOCAL is used, first of all, the
* K-Nearest Neighbors of each of the feature vectors in the first set is obtained
* and secondly, a number of feature vectors among these K-Nearest Neighbors is chosen
* to form the second set.
*
* The parameter K for K-Nearest Neighbors in SPE_LOCAL corresponds to the class member
* "m_k". Each of the two sets used on every iteration is formed by "m_nupdates" feature
* vectors. Therefore, the number of feature vectors given must be always at least two
* times the value of "m_nupdates".
*
* In order to avoid problems with memory in case a large number of features vectors is
* to be embedded, the distance matrix is never computed explicitily. This has the
* drawback that it is likely that the same distances are computed several times during
* the process.
*
* Only CEuclidianDistance distance is supported for the moment.
*
*/

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