Covariance¶
Compute the covariance matrix between all elements of a given axis, and average over another axis.
The result will be a new data packet where the axis to average over is removed from the data, and the axis between whose elements the covariance was computed is duplicated. For instance, for a segmented multi-channel time series with time (samples), space (channels), and instance (segments) axes, after applying this node between space, and averaged over time, the result will be a new chunk with space, space, and instance axes. More Info... Version 1.1.0
Ports/Properties¶
data¶
Data to process.
shrinkage¶
Shrinkage regularization parameter. This parameter (between 0 and 1) controls the amount of shrinkage regularization applied to the covariance matrix estimates. This can be useful when channels are linearly dependent, and in that case a small amount (e.g., 0.001) is enugh to prevent degenerate solutions. Larger values may be used to implement regularization in the context of a pipeline.
avg_axis¶
Axis to average over. After the average has been taken, this axis will drop out of the data.
cov_axis¶
Axis between whose elements the covariance should be calculated. This axis will be duplicated in the data.
assume_zeromean¶
Assume that the data is already zero-mean. If so, the mean will not be subtracted by this node, which saves compute time. Data that has previously been high-pass filtered can often be treated as being zero-mean.
unbiased_estimate¶
Use unbiased estimator. If enabled, this will normalize by N-1 instead of N (making it the best unbiased estimate). If disabled, it will be the second moment matrix. Note that the difference is usually negligible except when trying to match other covariance implementations (e.g., MATLAB(tm)) exactly.
backend¶
Compute backend to use. The cupy and torch backends can be faster on data with many channels (e.g., >500) and if the system has a CUDA-capable GPU installed. Keep means to use whatever was used to create the incoming data.
precision¶
Numeric precision to use. Can be reduced to save memory (e.g. if running on GPU). Only needed for the largest of problems, and only used by the geometric and huber centroids.
set_breakpoint¶
Set a breakpoint on this node. If this is enabled, your debugger (if one is attached) will trigger a breakpoint.
metadata¶
User-definable meta-data associated with the node. Usually reserved for technical purposes.