--- title: 'Composing Projectors: Chaining Models' output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Composing Projectors: Chaining Models} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} params: family: red css: albers.css resource_files: - albers.css - albers.js includes: in_header: |- --- ```{r setup, include=FALSE} knitr::opts_chunk$set(collapse = TRUE, comment = "#>", fig.width=6, fig.height=4) # Assuming necessary multivarious functions are loaded # e.g., via devtools::load_all() or library(multivarious) library(multivarious) library(tibble) # For summary output ``` The composed partial projector (`compose_partial_projector`) lets you snap together any number of ordinary projector objects (PCA, PLS, cPCA++, block projectors, ...) and treat the whole chain as if it were a single map from the original input space to the final output space: \[ \mathbb R^{p_{\text{orig}}} \longrightarrow \mathbb R^{q_{\text{final}}} \] **Typical Motives:** | Why compose? | What you get | |---------------------------------------------------------------------|-----------------------------------------------------------------------| | Pre-whitening, centring or wavelet-decomposition before the "real" model | Keep the preparation and the model in one tidy object. | | Block-wise modelling (e.g. one PCA per sensor block) | Treat the concatenation of block-specific results as a single projector. | | Dimensionality milk-run – reduce > filter > reduce again | A single set of scores from the final stage to feed to a classifier. | --- # 1. Quick start – two PCAs in series Let's compose two PCA steps: ```{r quick_start} set.seed(1) X <- matrix(rnorm(30*15), 30, 15) # raw data, 30 samples, 15 variables p1 <- pca(X, ncomp = 8) # first reduction: 15 -> 8 components p2 <- pca(scores(p1), ncomp = 7) # second reduction: 8 -> 4 components # Compose the two projectors pipe <- compose_partial_projector( first = p1, second = p2) print(pipe) # Project original data through the entire pipeline S <- project(pipe, X) # 30 × 4 scores – as if the two steps were one dim(S) # Get a summary of the pipeline stages summary(pipe) ``` The `summary()` output provides a clear overview of the stages, their names, input/output dimensions, and underlying class. --- # 2. Partial projections – "zoom in" on selected variables `partial_project()` works on composed projectors, allowing you to apply projections using only a subset of variables at specific stages. You supply the `colind` argument as either: * A **vector**: Applies only to the *first* stage. Subsequent stages receive the full output from the preceding stage. * A **list**: One entry per stage. Use `NULL` for a stage that should receive the full input from the previous stage. ```{r partial_projection_examples} # Example 1: Use only variables 1:5 for the *first* PCA stage. # The second PCA stage receives the full 8 components from the (partial) first stage. S15 <- partial_project(pipe, X[, 1:5, drop=FALSE], colind = 1:5) cat("Dimensions after partial projection (cols 1:5 in first stage):", dim(S15), "\n") # Example 2: Multi-stage pipeline (conceptual) # Imagine a 3-stage pipeline: wavelets -> PCA (block1) -> PCA (global) # pipe2 <- wavelet_projector(...) %>>% # pca(..., ncomp = 10) %>>% # pca(..., ncomp = 3) # To focus on coefficients 12:20 *after* the wavelet step (i.e., input to stage 2): # S_sel <- partial_project(pipe2, X, # Assuming X is appropriate input for wavelets # colind = list(NULL, 12:20, NULL)) # Note: The indices in the list always refer to the dimensions *entering* that specific stage. ``` Behind the scenes, the composed projector manages the mapping of indices through the pipeline. --- # 3. Reconstruction & inverse projection Since each stage typically provides a way to reverse its projection (often via `inverse_projection()`), the composed projector can also reconstruct the original data from the final scores. ```{r reconstruction} # Reconstruct original data from the final scores 'S' X_hat <- reconstruct(pipe, S) cat("Dimensions of reconstructed data:", dim(X_hat), "\n") # Check reconstruction accuracy # Note: Since the pipeline involves dimensionality reduction (15 -> 8 -> 4), # reconstruction will not be exact. The error reflects the information lost. max_reconstruction_error <- max(abs(X - X_hat)) cat("Maximum absolute reconstruction error:", format(max_reconstruction_error, digits=3), "\n") # stopifnot(max_reconstruction_error < 1e-5) # Removed: This check is too strict for lossy reconstruction # Get the overall coefficient matrix (p_orig x q_final) V <- coef(pipe) cat("Dimensions of overall coefficient matrix:", dim(V), "\n") # Get the overall pseudo-inverse matrix (q_final x p_orig) Vplus <- inverse_projection(pipe) cat("Dimensions of overall inverse projection matrix:", dim(Vplus), "\n") ``` Both the forward (`coef`) and inverse (`inverse_projection`) matrices for the *entire* pipeline are calculated and potentially cached for efficiency. --- # 4. House-keeping helpers Some useful helper functions: * **`%>>%`**: A pipe operator specifically for composing projectors. It preserves stage names if the projectors are named. ```{r helper_pipe, eval=FALSE} # pipe3 <- pca1 %>>% pca2 %>>% pca3 ``` * **`truncate(pipe, ncomp = k)`**: Safely reduces the number of components kept from the *last* stage of the pipeline. * **`variables_used(pipe)` / `vars_for_component(pipe, k)`**: (Potential future helpers) Intended to trace which original variables contribute to the final scores, especially useful if any stages perform variable selection. --- # 6. Where next? Composed projectors open up possibilities: * Combine pre-processing (e.g., centering, scaling), dimensionality reduction (PCA, PLS), and perhaps an orthogonal rotation (Varimax, Procrustes) into a single, deployable modeling artifact. * Future enhancements might allow tracing the lineage of specific final components back to the exact original variables that contribute most significantly, leveraging the internal index mapping. Happy composing!