# Partial projection: working with incomplete feature sets

# 1. Why partial projection?

Assume you trained a dimensionality-reduction model (PCA, PLS …) on p variables but, at prediction time,

- one sensor is broken,
- a block of variables is too expensive to measure,
- you need a quick first pass while the “heavy” data arrive later.

You still want the latent scores in the same component space, so downstream models, dashboards, alarms, … keep running.

That’s exactly what

    partial_project(model, new_data_subset, colind = which.columns)

does:

`new_data_subset` (n × q) ─► project into latent space (n × k)

with q ≤ p. If the loading vectors are orthonormal this is a simple dot product; otherwise a ridge-regularised least-squares solve is used.

# 2. Walk-through with a toy PCA

    set.seed(1)
    n  <- 100
    p  <- 8
    X  <- matrix(rnorm(n * p), n, p)

    # Fit a centred 3-component PCA (via SVD)
    # Manually center the data and create fitted preprocessor
    Xc <- scale(X, center = TRUE, scale = FALSE)
    svd_res <- svd(Xc, nu = 0, nv = 3)

    # Create a fitted centering preprocessor
    preproc_fitted <- fit(center(), X)

    pca <- bi_projector(
      v     = svd_res$v,
      s     = Xc %*% svd_res$v,
      sdev  = svd_res$d[1:3] / sqrt(n-1), # Correct scaling for sdev
      preproc = preproc_fitted
    )

## 2.1 Normal projection (all variables)

    scores_full <- project(pca, X)        # n × 3
    head(round(scores_full, 2))
    #>       [,1]  [,2]  [,3]
    #> [1,] -0.02  1.20  0.49
    #> [2,] -2.77 -0.18  1.25
    #> [3,]  0.57  0.99 -0.06
    #> [4,] -0.36 -0.81  0.58
    #> [5,]  0.91 -0.60 -0.28
    #> [6,]  1.81  2.50  0.35

## 2.2 Missing two variables ➜ partial projection

Suppose columns 7 and 8 are unavailable for a new batch.

    X_miss      <- X[, 1:6]               # keep only first 6 columns
    col_subset  <- 1:6                    # their positions in the **original** X

    scores_part <- partial_project(pca, X_miss, colind = col_subset)

    # How close are the results?
    plot_df <- tibble(
      full = scores_full[,1],
      part = scores_part[,1]
    )

    ggplot(plot_df, aes(full, part)) +
      geom_point() +
      geom_abline(col = "red") +
      coord_equal() +
      labs(title = "Component 1: full vs. partial projection") +
      theme_minimal()

Even with two variables missing, the ridge LS step recovers latent scores that lie almost on the 1:1 line.

# 3. Caching the operation with a partial projector

If you expect many rows with the same subset of features, create a specialised projector once and reuse it:

    # Assuming partial_projector is available
    pca_1to6 <- partial_projector(pca, 1:6)   # keeps a reference + cache

    # project 1000 new observations that only have the first 6 vars
    new_batch <- matrix(rnorm(1000 * 6), 1000, 6)
    scores_fast <- project(pca_1to6, new_batch)
    dim(scores_fast)   # 1000 × 3
    #> [1] 1000    3

Internally, `partial_projector()` stores the mapping `v[1:6, ]` and a pre-computed inverse, so calls to `project()` are as cheap as a matrix multiplication.

# 4. Block-wise convenience

For multiblock fits (created with `multiblock_projector()`), `project_block()` provides a convenient wrapper around `partial_project()`:

    # Create a multiblock projector from our PCA
    # Suppose columns 1-4 are "Block A" (block 1) and columns 5-8 are "Block B" (block 2)
    block_indices <- list(1:4, 5:8)

    mb <- multiblock_projector(
      v = pca$v,
      preproc = pca$preproc,
      block_indices = block_indices
    )

    # Now we can project using only Block 2's data (columns 5-8)
    X_block2 <- X[, 5:8]
    scores_block2 <- project_block(mb, X_block2, block = 2)

    # Compare to full projection
    head(round(cbind(full = scores_full[,1], block2 = scores_block2[,1]), 2))
    #>       full block2
    #> [1,] -0.02  -0.36
    #> [2,] -2.77  -2.92
    #> [3,]  0.57  -0.05
    #> [4,] -0.36   0.06
    #> [5,]  0.91   1.08
    #> [6,]  1.81   1.60

This is equivalent to calling `partial_project(mb, X_block2, colind = 5:8)` but reads more naturally when working with block structures.

# 5. Not only “missing data”: regions-of-interest & nested designs

Partial projection is handy even when all measurements exist:

1. Region of interest (ROI). In neuro-imaging you might have 50,000 voxels but care only about the motor cortex. Projecting just those columns shows how a participant scores within that anatomical region without refitting the whole PCA/PLS.
2. Nested / multi-subject studies. For multi-block PCA (e.g. “participant × sensor”), you can ask “where would subject i lie if I looked at block B only?” Simply supply that block to `project_block()`.
3. Feature probes or “what-if” analysis. Engineers often ask “What is the latent position if I vary only temperature and hold everything else blank?” Pass a matrix that contains the chosen variables and zeros elsewhere.

## 5.1 Mini-demo: projecting an ROI

Assume columns 1–5 (instead of 50 for brevity) of `X` form our ROI.

    roi_cols   <- 1:5                 # pretend these are the ROI voxels
    X_roi      <- X[, roi_cols]       # same matrix from Section 2

    roi_scores <- partial_project(pca, X_roi, colind = roi_cols)

    # Compare component 1 from full vs ROI
    df_roi <- tibble(
      full = scores_full[,1],
      roi  = roi_scores[,1]
    )

    ggplot(df_roi, aes(full, roi)) +
      geom_point(alpha = .6) +
      geom_abline(col = "red") +
      coord_equal() +
      labs(title = "Component 1 scores: full data vs ROI") +
      theme_minimal()

Interpretation: If the two sets of scores align tightly, the ROI variables are driving this component. A strong deviation would reveal that other variables dominate the global pattern.

## 5.2 Single-subject positioning in a multiblock design

Using the multiblock projector from Section 4, we can see how individual observations score when viewed through just one block:

    # Get scores for observation 1 using only Block 1 variables (columns 1-4)
    subject1_block1 <- project_block(mb, X[1, 1:4, drop = FALSE], block = 1)

    # Get scores for the same observation using only Block 2 variables (columns 5-8)
    subject1_block2 <- project_block(mb, X[1, 5:8, drop = FALSE], block = 2)

    # Compare: do both blocks tell the same story about this observation?
    cat("Subject 1 scores from Block 1:", round(subject1_block1, 2), "\n")
    #> Subject 1 scores from Block 1: 0.34 0.43 -0.15
    cat("Subject 1 scores from Block 2:", round(subject1_block2, 2), "\n")
    #> Subject 1 scores from Block 2: -0.36 0.77 0.64
    cat("Subject 1 scores from full data:", round(scores_full[1,], 2), "\n")
    #> Subject 1 scores from full data: -0.02 1.2 0.49

This lets you assess whether an observation’s position in the latent space is consistent across blocks, or whether one block tells a different story.

# 6. Cheat-sheet: why you might call `partial_project()`

Scenario | What you pass | Typical call
--- | --- | ---
Sensor outage / missing features | matrix with observed cols only | `partial_project(mod, X_obs, colind = idx)`
Region of interest (ROI) | ROI columns of the data | `partial_project(mod, X[, ROI], ROI)`
Block-specific latent scores | full block matrix | `project_block(mb, blkData, block = b)`
“What-if”: vary a single variable set | varied cols + zeros elsewhere | `partial_project()` with matching `colind`

The component space stays identical throughout, so downstream analytics, classifiers, or control charts continue to work with no re-training.

# Session info

    sessionInfo()
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    #> Running under: macOS Sonoma 14.3
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