SAS used to not support multithreading in PCA, then I figured out that its server version supports this functionality, see here. Today, I found this mutlithreading capability is finally available in PC SAS v9.22.
The figure above indicates th…
Tag: PROC PRINCOMP
Low Rank Radial Smoothing using GLIMMIX and its Scoring
Low Rank Radial Smoothing using GLIMMIX [1], a semiparametric approach to smooth curves [2]. Specifying TYPE=RSMOOTH option in RANDOM statement, we can implement this spline smooth approach. The bast thing is that for future scoring, data preparation…
Regularized Discriminant Analysis
Using SAS to implement Regularized Discriminant Analysis [Chapter 4, ESL].
[Coming soon]
Implement Randomized SVD in SAS
In the 2010 SASware Ballot®, a dedicated PROC for Randomized SVD was among the options. While an official SAS PROC will not be available in the immediate future as well as in older SAS releases, it is fairly simple to implement this algorithm using …
A Macro for SVD
SVD is at the heart of many modern machine learning algorithms. As a computing vehicle for PCA, SVD can be obtained using PROC PRINCOMP on the covariance matrix of a given matrix withou correction for intercept. With SVD, we are ready to ca…
SAS implementation of Kernel PCA
Kernel method is a very useful technique in data mining that is applicable to any algorithms relying on inner product [1]. The key is applying appropriate kernel function to the inner product of original data space.
I show here SAS/STAT+BASE ex…
Clustering Handwirtten Digits (digitalized optical images)
In this example, we show the a clustering exercise on Optical Recognition of Handwritten Digits Data Set available @ UCI data set repository (Link).
This exercise is a standard application of HOSVD by stacking 8X8 matrix of digitalized&nbs…