KLMeasure: Rank-based smoothed precision/recall measure for projection.
Description
Computes rank-based smoothed precision/recall, with cost function based on Kullback-Leibler-divergence (see [Venna2010]).
Usage
KLMeasure(Data, pData, NeighborhoodSize = 20L)
Value
SmoothedPrecision
Scalar, smoothed precision value
SmoothedRecall
Scalar, smoothed recall value
Arguments
Data
numerical matrix of data: n cases in rows, d variables in columns
pData
numerical matrix of projected data: n cases in rows, k variables in columns, where k is the projection output dimension
NeighborhoodSize
Number of points in neighborhood to be considered. Default is 20
Author
Michael Thrun
References
[Venna2010]: Jarkko Venna, Jaakko Peltonen, Kristian Nybo, Helena Aidos, and Samuel Kaski. Information Retrieval Perspective to Nonlinear Dimensionality Reduction for Data Visualization. Journal of Machine Learning Research, 11:451-490, 2010.