class KoopmanWeightingEstimator¶
- class deeptime.covariance.KoopmanWeightingEstimator(lagtime, epsilon=1e-06, ncov='inf')¶
Computes Koopman operator and weights that can be plugged into the
Covariance
estimator. The weights are determined by the procedure described in [1].- Parameters:
lagtime (int) – The lag time at which the operator is estimated.
epsilon (float, optional, default=1e-6) – Truncation parameter. Eigenvalues with norms smaller than this cutoff will be removed.
ncov (int or str, optional, default=infinity) – Depth of moment storage. Per default no moments are collapsed while estimating covariances, perform aggregation only at the very end after all data has been processed.
References
Attributes
Property reporting whether this estimator contains an estimated model.
The lagtime at which the Koopman operator is estimated.
Shortcut to
fetch_model()
.Methods
Finalizes the model.
fit
(data[, lagtime])Fits a new model.
fit_fetch
(data, **kwargs)Fits the internal model on data and subsequently fetches it in one call.
fit_transform
(data[, fit_options, ...])Fits a model which simultaneously functions as transformer and subsequently transforms the input data.
get_params
([deep])Get the parameters.
partial_fit
(data)Updates the current model using a chunk of data.
set_params
(**params)Set the parameters of this estimator.
transform
(data, **kw)Computes weights for a chunk of data.
- __call__(*args, **kwargs)¶
Call self as a function.
- fetch_model() KoopmanWeightingModel ¶
Finalizes the model.
- Returns:
koopman_model – The Koopman model, in particular containing operator and weights.
- Return type:
- fit(data, lagtime=None, **kw)¶
Fits a new model.
- Parameters:
data ((T, d) ndarray) – The input data.
lagtime (int, optional, default=None) – Optional override for estimator’s
lagtime
.**kw – Ignored keyword args for scikit-learn compatibility.
- Returns:
self – Reference to self.
- Return type:
- fit_fetch(data, **kwargs)¶
Fits the internal model on data and subsequently fetches it in one call.
- Parameters:
data (array_like) – Data that is used to fit the model.
**kwargs – Additional arguments to
fit()
.
- Returns:
The estimated model.
- Return type:
model
- fit_transform(data, fit_options=None, transform_options=None)¶
Fits a model which simultaneously functions as transformer and subsequently transforms the input data. The estimated model can be accessed by calling
fetch_model()
.- Parameters:
data (array_like) – The input data.
fit_options (dict, optional, default=None) – Optional keyword arguments passed on to the fit method.
transform_options (dict, optional, default=None) – Optional keyword arguments passed on to the transform method.
- Returns:
output – Transformed data.
- Return type:
array_like
- get_params(deep=False)¶
Get the parameters.
- Returns:
params – Parameter names mapped to their values.
- Return type:
mapping of string to any
- partial_fit(data)¶
Updates the current model using a chunk of data.
- Parameters:
data ((T, d) ndarray) – A chunk of data.
- Returns:
self – Reference to self.
- Return type:
- set_params(**params)¶
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form
<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters:
**params (dict) – Estimator parameters.
- Returns:
self – Estimator instance.
- Return type:
object
- transform(data, **kw)¶
Computes weights for a chunk of data. This requires that a model was
fit()
.- Parameters:
data ((T, d) ndarray) – A chunk of data.
**kw – Ignored kwargs.
- Returns:
weights – Koopman weights.
- Return type:
(T, 1) ndarray
- property has_model: bool¶
Property reporting whether this estimator contains an estimated model. This assumes that the model is initialized with None otherwise.
- Type:
bool
- property lagtime: int¶
The lagtime at which the Koopman operator is estimated.
- Getter:
Yields the currently configured lagtime.
- Setter:
Sets a new lagtime, must be >= 0.
- Type:
int
- property model¶
Shortcut to
fetch_model()
.