github.com/radiusnetworks/lda

Linear Discriminant Analysis in Go

Linear Discriminant Analysis is a powerful and commonly used dimensionality reduction and classification technique used in statistics and machine learning. It extracts components from an input dataset in a way that maximizes class separability while minimizing the variance within each class. A key assumption here is that the dataset needs to be normally distributed. In the world of machine learning, LDA can be used as a classifier algorithm, which this library also provides.

Getting Started

Import "github.com/RadiusNetworks/lda"

Dependencies

math sort gonum.org/v1/gonum/mat

Usage

The library contains a predefined struct LD that can be used to access LDA methods.
Important note about input data: LDA is a supervised learning technique so all training data needs to be labeled.

First step

The first step would be to make a variable of type LD and call LinearDiscriminant by passing in a matrix of input data and an array of labels that correspond to the data. If that call is successful, then you can use other LDA methods, such as Transform and Predict.

Example: Iris dataset

// Load your data
// See lda_test.go for an example of loading and pre-processing data

// Create a matrix and fill it with iris data
dataMatrix := mat.NewDense(numberOfRows, numberofColumns, yourDataset)

// Create an array ([]int) of labels for your dataset
var labels []int
for yourLabel := range labelsFromYourDataset {
	labels = append(labels, yourLabel)
}

// Instantiate an LD object and call LinearDiscriminant to fit the model and check if input data follows preconditions in the process
var ld LDA.LD
err := ld.LinearDiscriminant(dataMatrix, labels)

if err == nil {
  // If the call is successful, you can now use other methods
  numDimensions := 2 // number of dimensions to reduce to
  result := ld.Transform(dataMatrix, numDimensions)
  
  // We can graph the result of the transformation on an XY plane
  PlotLDA(result, labels, "LDA Plot.png")
  
  // We can use the result of the transformation to classify test data
  // *See section on method Predict below*
  
} else {
  // handle error
}

...

Using LDA as a classifier with Predict

Method Predict takes in a set of data and returns a number (Int), a prediction for what class the set of data would be in. Below is an example of a test that checks if Predict is classifying data correctly.
Example: Iris test data
(See lda_test.go for the complete implementation of this example)

// Create test cases with test data and corresponding labels (classes that you expect the data points to be in)
// Call LinearDiscriminant with the test data and the labels as arguments
// Call Transform
result := ld.Transform(test.data, numDims)
r, _ := test.testPredict.Dims()
for k := 0; k < r; k++ {
	c, _ := ld.Predict(test.testPredict.RawRowView(k))
	if c != test.wantClass[k] {
		t.Errorf("unexpected prediction result %v got:%v, want:%v", k, c, test.wantClass[k])
	}
}
values := make([]string, ld.p)
for j := 0; j < ld.n; j++ {
	row := result.RawRowView(j)
	for k := 0; k < numDims; k++ {
		values[k] = fmt.Sprintf("%.4f", row[k])
	}
      }
    }
}

Tests

We provide a sample test file that tests both the dimensionality reduction and the classification features of the algorithm. The test uses the famous Iris dataset, which can be found here: https://archive.ics.uci.edu/ml/datasets/Iris

Credits and Acknowledgements

The implementation of the LDA algorithm is based on a Java version provided by https://github.com/haifengl/smile
Additional resources used: https://sebastianraschka.com/Articles/2014_python_lda.html
Created by Andrei Kozyrev (@akozyrev) with the help of Tim Judkins (@b0tn3rd) and Eleanor Nuechterlein (@Eleanor2). Open sourced by Radius Networks.

Contributing and License

LDA-go is Apache-2.0 licensed. Contributions are welcome.