principal component analysis python pandas

factors other than the data set.2) orthogonal between the main components, can eliminate the interaction between the original data components of the factors.3) Calculation method is simple, the main operation is eigenvalue decomposition, easy to achieve.The main drawbacks of PCA algorithms are:1) The meaning of each characteristic dimension of principal component has certain fuzziness, which is not better

[Machine Learning Algorithm Implementation] Principal Component Analysis (PCA)-based on python + numpy, pcanumpy[Machine Learning Algorithm Implementation] Principal Component Analysis

Principle of principal component analysis and its Python implementation preface:This article mainly refers to Andrew Ng's machine learning course handout, I translated, and with a Python demo demo to deepen understanding.This paper mainly introduces a dimensionality reductio

://matplotlib.org/downloads.html(3) Dateutil and pyparsing modules: required when installing the configuration Matplotlib package. installation files for Win32: http://www.lfd.uci.edu/~gohlke/pythonlibs/3. The compilation encountered a problem:(1) Hint "No module name six", copy six.py Six.pyc six.pyo three files from \python27\lib\site-packages\scipy\lib to \python27\lib\ Site-packages directory.(2) Hint "Importerror:six 1.3 or later is required; You have 1.2.0 ", stating that the six.py versio

references: The reference is the low-dimensional matrix returned. corresponding to the input parameters of two.The number of references two corresponds to the matrix after the axis is moved.The previous picture. Green is the raw data. Red is a 2-dimensional feature of extraction.3. Code Download:Please click on my/********************************* This article from the blog "Bo Li Garvin"* Reprint Please indicate the source : Http://blog.csdn.net/buptgshengod***********************************

[Mathematical model] python Implementation of principal component analysis Def pca (dataMat, topNfeat = 9999999): # data matrix. The top feat meanVals = mean (dataMat, axis = 0) is output) # calculate the average meanRemoved = dataMat-meanVals covMat = cov (meanRemoved, rowvar = 0) # Calculate the covariance matrix ei

)#Display OutputFigure () Gray () forIinchRange (File_len): Subplot (3,4,i + 1) pic= Immatrix[i].reshape (180,360) pic= Pic[::-1]#picshow = rot90 (pic,4)imshow (pic) Colorbar () show ()#Convert to sample populationX =Immatrix. T#get to this sizeM,n = X.shape[0:2]#obtain the average of each sampleMeanval = mean (X,axis =0)#Tempmean = Tile (Meanval, (64800,1))#Sample matrix de -CentralizedX = X-tile (Meanval, (64800,1))#Calculate covarianceS = dot (x.t,x)/(m-1)#calculate eigenvalues eg and eigenve

def PCA (Datamat, topnfeat=9999999): #数据矩阵, output before Topnfeat feat meanvals = Mean (Datamat, axis=0) # Calculate Average meanremoved = datamat-meanvals Covmat = CoV (meanremoved, rowvar=0) #计算协方差矩阵 eigvals,eigvects = Linalg.eig (Mat (Covmat)) #特征值, eigvalind = Argsort (eigvals) #排序, to find the eigenvalues. In fact, the most inconsistent with other changes Eigvalind = eigvalind[:-( topnfeat+1): -1] #反转 redeigvects = eigvects[

principal component Analysis ( Principal Component Analysis , PCA is a multivariate statistical analysis method that transforms multiple variables through a linear transformation to sel

Http://matlabdatamining.blogspot.com/2010/02/principal-components-analysis.htmlEnglish principal components Analysis of the blog, write very good, worried after not open, full text reproduced.Principal Components AnalysisIntroductionReal-world data sets usually exhibit relationships among their variables. These relationships is often linear, or at least approxima

Principle analysis of PCA algorithm for principal component analysesDiscussion on the understanding of principal component Analysis (PCA) algorithmPrincipal component

the straight line, the direction vector of the line, and is the unit vector.4) The mean value of each dimension feature of the sample point (sample) is equal to the mean of the sample point projected onto U.The best projection vector u can make the sample point variance maximum after projection.In this case, the known mean value is 0, so the variance isTherefore, λ is the eigenvalues of Σ, and U is the eigenvector. The best projection line is the characteristic vector that corresponds to the ma

relatively close to the mapping, the following gives the conditional probability of two points: |x_i−x_j| calculates the Euclidean distance between two data points, |y_i−y_j| Indicates the distance of the mapping point And close enough to make the data points and the mapping points close enough.Finally, the application of the actual data, the data is also an app user behavior data, do a reduced-dimensional visualization, code and the use of principal

R in action Reading Notes (19) Chapter 1 Principal Component and factor analysis, action Reading Notes Chapter 2 Principal Component and Factor Analysis Content of this Chapter Principal