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How does tranform function work?

Open Songweiping opened this issue 3 years ago • 2 comments

Hi,

I'm using UMAP on a time-series data for ML purpose. Specifically, I'm training a reducer on the training data, and then transform the test data into the trained space. My question is, does reducer use future data (i.e., x_{>t}) during transforming sample x_t ?

Many thanks!

Songweiping avatar Nov 01 '21 06:11 Songweiping

IIUC, yes, the entire array passed to transform() works like a 'batch' and the whole batch is optimized together.

adilosa avatar Nov 20 '21 01:11 adilosa

Thanks for your help! Then there may be some information leakage when appling transform() on time-series data.

Songweiping avatar Nov 22 '21 12:11 Songweiping