Thank you for your implementation. I was wondering if it is possible to use your implementation to calculate the S2 for a new set of data (like validation data let's call it X2) or transform and inverse_transform them after we get the XC, C, S from a training set.
For example, we can calculate the inverse_transform of our training data (X) using X_hat = np.matmul(XC, S), but is there a way to do the same for a new data that wasn't our original X to get X2_hat = np.matmul(XC, S2)?
Thank you for your implementation. I was wondering if it is possible to use your implementation to calculate the
S2for a new set of data (like validation data let's call itX2) or transform and inverse_transform them after we get theXC, C, Sfrom a training set.For example, we can calculate the inverse_transform of our training data (
X) usingX_hat = np.matmul(XC, S), but is there a way to do the same for a new data that wasn't our original X to getX2_hat = np.matmul(XC, S2)?