added html files
This commit is contained in:
@@ -0,0 +1,256 @@
|
||||
<!--
|
||||
Automatically generated HTML file from DocOnce source
|
||||
(https://github.com/hplgit/doconce/)
|
||||
-->
|
||||
<html>
|
||||
<head>
|
||||
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
|
||||
<meta name="generator" content="DocOnce: https://github.com/hplgit/doconce/" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||
<meta name="description" content="Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction">
|
||||
|
||||
<title>Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</title>
|
||||
|
||||
<!-- Bootstrap style: bootstrap -->
|
||||
<link href="https://netdna.bootstrapcdn.com/bootstrap/3.1.1/css/bootstrap.min.css" rel="stylesheet">
|
||||
<!-- not necessary
|
||||
<link href="https://netdna.bootstrapcdn.com/font-awesome/4.0.3/css/font-awesome.css" rel="stylesheet">
|
||||
-->
|
||||
|
||||
<style type="text/css">
|
||||
|
||||
/* Add scrollbar to dropdown menus in bootstrap navigation bar */
|
||||
.dropdown-menu {
|
||||
height: auto;
|
||||
max-height: 400px;
|
||||
overflow-x: hidden;
|
||||
}
|
||||
|
||||
/* Adds an invisible element before each target to offset for the navigation
|
||||
bar */
|
||||
.anchor::before {
|
||||
content:"";
|
||||
display:block;
|
||||
height:50px; /* fixed header height for style bootstrap */
|
||||
margin:-50px 0 0; /* negative fixed header height */
|
||||
}
|
||||
</style>
|
||||
|
||||
|
||||
</head>
|
||||
|
||||
<!-- tocinfo
|
||||
{'highest level': 2,
|
||||
'sections': [('Reducing the number of degrees of freedom, overarching view',
|
||||
2,
|
||||
None,
|
||||
'___sec0'),
|
||||
('Preprocessing our data', 2, None, '___sec1'),
|
||||
('More preprocessing', 2, None, '___sec2'),
|
||||
('Simple preprocessing examples, Franke function and regression',
|
||||
2,
|
||||
None,
|
||||
'___sec3'),
|
||||
('Simple preprocessing examples, breast cancer data and '
|
||||
'classification, Support Vector Machines',
|
||||
2,
|
||||
None,
|
||||
'___sec4'),
|
||||
('More on Cancer Data, now with Logistic Regression',
|
||||
2,
|
||||
None,
|
||||
'___sec5'),
|
||||
('Why should we think of reducing the dimensionality',
|
||||
2,
|
||||
None,
|
||||
'___sec6'),
|
||||
('Basic ideas of the Principal Component Analysis (PCA)',
|
||||
2,
|
||||
None,
|
||||
'___sec7'),
|
||||
('Introducing the Covariance and Correlation functions',
|
||||
2,
|
||||
None,
|
||||
'___sec8'),
|
||||
('Correlation Function and Design/Feature Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec9'),
|
||||
('Covariance Matrix Examples', 2, None, '___sec10'),
|
||||
('Correlation Matrix', 2, None, '___sec11'),
|
||||
('Correlation Matrix with Pandas', 2, None, '___sec12'),
|
||||
('Correlation Matrix with Pandas and the Franke function',
|
||||
2,
|
||||
None,
|
||||
'___sec13'),
|
||||
('Rewriting the Covariance and/or Correlation Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec14'),
|
||||
('Towards the PCA theorem', 2, None, '___sec15'),
|
||||
('The Algorithm before the Theorem', 2, None, '___sec16'),
|
||||
('Classical PCA Theorem', 2, None, '___sec17'),
|
||||
('Proof of the PCA Theorem', 2, None, '___sec18'),
|
||||
('PCA Proof continued', 2, None, '___sec19'),
|
||||
('The final step', 2, None, '___sec20'),
|
||||
('PCA and Scikit-Learn Functionality', 2, None, '___sec21'),
|
||||
('Principal Component Analysis', 2, None, '___sec22'),
|
||||
('PCA and scikit-learn', 2, None, '___sec23'),
|
||||
('More on the PCA', 2, None, '___sec24'),
|
||||
('Incremental PCA', 2, None, '___sec25'),
|
||||
('Randomized PCA', 2, None, '___sec26'),
|
||||
('Kernel PCA', 2, None, '___sec27'),
|
||||
('LLE', 2, None, '___sec28'),
|
||||
('Other techniques', 2, None, '___sec29')]}
|
||||
end of tocinfo -->
|
||||
|
||||
<body>
|
||||
|
||||
|
||||
|
||||
<script type="text/x-mathjax-config">
|
||||
MathJax.Hub.Config({
|
||||
TeX: {
|
||||
equationNumbers: { autoNumber: "none" },
|
||||
extensions: ["AMSmath.js", "AMSsymbols.js", "autobold.js", "color.js"]
|
||||
}
|
||||
});
|
||||
</script>
|
||||
<script type="text/javascript" async
|
||||
src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
|
||||
</script>
|
||||
|
||||
|
||||
|
||||
|
||||
<!-- Bootstrap navigation bar -->
|
||||
<div class="navbar navbar-default navbar-fixed-top">
|
||||
<div class="navbar-header">
|
||||
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-responsive-collapse">
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
</button>
|
||||
<a class="navbar-brand" href="DimRed-bs.html">Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</a>
|
||||
</div>
|
||||
|
||||
<div class="navbar-collapse collapse navbar-responsive-collapse">
|
||||
<ul class="nav navbar-nav navbar-right">
|
||||
<li class="dropdown">
|
||||
<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
|
||||
<ul class="dropdown-menu">
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs001.html#___sec0" style="font-size: 80%;">Reducing the number of degrees of freedom, overarching view</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs002.html#___sec1" style="font-size: 80%;">Preprocessing our data</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs003.html#___sec2" style="font-size: 80%;">More preprocessing</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs004.html#___sec3" style="font-size: 80%;">Simple preprocessing examples, Franke function and regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs005.html#___sec4" style="font-size: 80%;">Simple preprocessing examples, breast cancer data and classification, Support Vector Machines</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs006.html#___sec5" style="font-size: 80%;">More on Cancer Data, now with Logistic Regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs007.html#___sec6" style="font-size: 80%;">Why should we think of reducing the dimensionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs008.html#___sec7" style="font-size: 80%;">Basic ideas of the Principal Component Analysis (PCA)</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs009.html#___sec8" style="font-size: 80%;">Introducing the Covariance and Correlation functions</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs010.html#___sec9" style="font-size: 80%;">Correlation Function and Design/Feature Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs011.html#___sec10" style="font-size: 80%;">Covariance Matrix Examples</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs012.html#___sec11" style="font-size: 80%;">Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs013.html#___sec12" style="font-size: 80%;">Correlation Matrix with Pandas</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs014.html#___sec13" style="font-size: 80%;">Correlation Matrix with Pandas and the Franke function</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs015.html#___sec14" style="font-size: 80%;">Rewriting the Covariance and/or Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs016.html#___sec15" style="font-size: 80%;">Towards the PCA theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs017.html#___sec16" style="font-size: 80%;">The Algorithm before the Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec17" style="font-size: 80%;">Classical PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs019.html#___sec18" style="font-size: 80%;">Proof of the PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs020.html#___sec19" style="font-size: 80%;">PCA Proof continued</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs021.html#___sec20" style="font-size: 80%;">The final step</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs022.html#___sec21" style="font-size: 80%;">PCA and Scikit-Learn Functionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs023.html#___sec22" style="font-size: 80%;">Principal Component Analysis</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs024.html#___sec23" style="font-size: 80%;">PCA and scikit-learn</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs025.html#___sec24" style="font-size: 80%;">More on the PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs026.html#___sec25" style="font-size: 80%;">Incremental PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs027.html#___sec26" style="font-size: 80%;">Randomized PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="#___sec27" style="font-size: 80%;">Kernel PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs029.html#___sec28" style="font-size: 80%;">LLE</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs030.html#___sec29" style="font-size: 80%;">Other techniques</a></li>
|
||||
|
||||
</ul>
|
||||
</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</div> <!-- end of navigation bar -->
|
||||
|
||||
<div class="container">
|
||||
|
||||
<p> </p><p> </p><p> </p> <!-- add vertical space -->
|
||||
|
||||
<a name="part0028"></a>
|
||||
<!-- !split -->
|
||||
|
||||
<h2 id="___sec27" class="anchor">Kernel PCA </h2>
|
||||
<div class="panel panel-default">
|
||||
<div class="panel-body">
|
||||
<p> <!-- subsequent paragraphs come in larger fonts, so start with a paragraph -->
|
||||
|
||||
<p>
|
||||
The kernel trick is a mathematical technique that implicitly maps instances into a
|
||||
very high-dimensional space (called the feature space), enabling nonlinear classification and regression
|
||||
with Support Vector Machines. Recall that a linear decision boundary in the high-dimensional feature
|
||||
space corresponds to a complex nonlinear decision boundary in the original space.
|
||||
It turns out that the same trick can be applied to PCA, making it possible to perform complex nonlinear
|
||||
projections for dimensionality reduction. This is called Kernel PCA (kPCA). It is often good at
|
||||
preserving clusters of instances after projection, or sometimes even unrolling datasets that lie close to a
|
||||
twisted manifold.
|
||||
For example, the following code uses Scikit-Learn’s KernelPCA class to perform kPCA with an
|
||||
<p>
|
||||
|
||||
<!-- code=python (!bc pycod) typeset with pygments style "default" -->
|
||||
<div class="highlight" style="background: #f8f8f8"><pre style="line-height: 125%"><span></span><span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.decomposition</span> <span style="color: #008000; font-weight: bold">import</span> KernelPCA
|
||||
rbf_pca <span style="color: #666666">=</span> KernelPCA(n_components <span style="color: #666666">=</span> <span style="color: #666666">2</span>, kernel<span style="color: #666666">=</span><span style="color: #BA2121">"rbf"</span>, gamma<span style="color: #666666">=0.04</span>)
|
||||
X_reduced <span style="color: #666666">=</span> rbf_pca<span style="color: #666666">.</span>fit_transform(X)
|
||||
</pre></div>
|
||||
<p>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
|
||||
<p>
|
||||
<p>
|
||||
<!-- navigation buttons at the bottom of the page -->
|
||||
<ul class="pagination">
|
||||
<li><a href="._DimRed-bs027.html">«</a></li>
|
||||
<li><a href="._DimRed-bs000.html">1</a></li>
|
||||
<li><a href="">...</a></li>
|
||||
<li><a href="._DimRed-bs020.html">21</a></li>
|
||||
<li><a href="._DimRed-bs021.html">22</a></li>
|
||||
<li><a href="._DimRed-bs022.html">23</a></li>
|
||||
<li><a href="._DimRed-bs023.html">24</a></li>
|
||||
<li><a href="._DimRed-bs024.html">25</a></li>
|
||||
<li><a href="._DimRed-bs025.html">26</a></li>
|
||||
<li><a href="._DimRed-bs026.html">27</a></li>
|
||||
<li><a href="._DimRed-bs027.html">28</a></li>
|
||||
<li class="active"><a href="._DimRed-bs028.html">29</a></li>
|
||||
<li><a href="._DimRed-bs029.html">30</a></li>
|
||||
<li><a href="._DimRed-bs030.html">31</a></li>
|
||||
<li><a href="._DimRed-bs029.html">»</a></li>
|
||||
</ul>
|
||||
<!-- ------------------- end of main content --------------- -->
|
||||
|
||||
</div> <!-- end container -->
|
||||
<!-- include javascript, jQuery *first* -->
|
||||
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.10.2/jquery.min.js"></script>
|
||||
<script src="https://netdna.bootstrapcdn.com/bootstrap/3.0.0/js/bootstrap.min.js"></script>
|
||||
|
||||
<!-- Bootstrap footer
|
||||
<footer>
|
||||
<a href="http://..."><img width="250" align=right src="http://..."></a>
|
||||
</footer>
|
||||
-->
|
||||
|
||||
|
||||
<center style="font-size:80%">
|
||||
<!-- copyright only on the titlepage -->
|
||||
</center>
|
||||
|
||||
|
||||
</body>
|
||||
</html>
|
||||
|
||||
|
||||
@@ -0,0 +1,237 @@
|
||||
<!--
|
||||
Automatically generated HTML file from DocOnce source
|
||||
(https://github.com/hplgit/doconce/)
|
||||
-->
|
||||
<html>
|
||||
<head>
|
||||
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
|
||||
<meta name="generator" content="DocOnce: https://github.com/hplgit/doconce/" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||
<meta name="description" content="Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction">
|
||||
|
||||
<title>Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</title>
|
||||
|
||||
<!-- Bootstrap style: bootstrap -->
|
||||
<link href="https://netdna.bootstrapcdn.com/bootstrap/3.1.1/css/bootstrap.min.css" rel="stylesheet">
|
||||
<!-- not necessary
|
||||
<link href="https://netdna.bootstrapcdn.com/font-awesome/4.0.3/css/font-awesome.css" rel="stylesheet">
|
||||
-->
|
||||
|
||||
<style type="text/css">
|
||||
|
||||
/* Add scrollbar to dropdown menus in bootstrap navigation bar */
|
||||
.dropdown-menu {
|
||||
height: auto;
|
||||
max-height: 400px;
|
||||
overflow-x: hidden;
|
||||
}
|
||||
|
||||
/* Adds an invisible element before each target to offset for the navigation
|
||||
bar */
|
||||
.anchor::before {
|
||||
content:"";
|
||||
display:block;
|
||||
height:50px; /* fixed header height for style bootstrap */
|
||||
margin:-50px 0 0; /* negative fixed header height */
|
||||
}
|
||||
</style>
|
||||
|
||||
|
||||
</head>
|
||||
|
||||
<!-- tocinfo
|
||||
{'highest level': 2,
|
||||
'sections': [('Reducing the number of degrees of freedom, overarching view',
|
||||
2,
|
||||
None,
|
||||
'___sec0'),
|
||||
('Preprocessing our data', 2, None, '___sec1'),
|
||||
('More preprocessing', 2, None, '___sec2'),
|
||||
('Simple preprocessing examples, Franke function and regression',
|
||||
2,
|
||||
None,
|
||||
'___sec3'),
|
||||
('Simple preprocessing examples, breast cancer data and '
|
||||
'classification, Support Vector Machines',
|
||||
2,
|
||||
None,
|
||||
'___sec4'),
|
||||
('More on Cancer Data, now with Logistic Regression',
|
||||
2,
|
||||
None,
|
||||
'___sec5'),
|
||||
('Why should we think of reducing the dimensionality',
|
||||
2,
|
||||
None,
|
||||
'___sec6'),
|
||||
('Basic ideas of the Principal Component Analysis (PCA)',
|
||||
2,
|
||||
None,
|
||||
'___sec7'),
|
||||
('Introducing the Covariance and Correlation functions',
|
||||
2,
|
||||
None,
|
||||
'___sec8'),
|
||||
('Correlation Function and Design/Feature Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec9'),
|
||||
('Covariance Matrix Examples', 2, None, '___sec10'),
|
||||
('Correlation Matrix', 2, None, '___sec11'),
|
||||
('Correlation Matrix with Pandas', 2, None, '___sec12'),
|
||||
('Correlation Matrix with Pandas and the Franke function',
|
||||
2,
|
||||
None,
|
||||
'___sec13'),
|
||||
('Rewriting the Covariance and/or Correlation Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec14'),
|
||||
('Towards the PCA theorem', 2, None, '___sec15'),
|
||||
('The Algorithm before the Theorem', 2, None, '___sec16'),
|
||||
('Classical PCA Theorem', 2, None, '___sec17'),
|
||||
('Proof of the PCA Theorem', 2, None, '___sec18'),
|
||||
('PCA Proof continued', 2, None, '___sec19'),
|
||||
('The final step', 2, None, '___sec20'),
|
||||
('PCA and Scikit-Learn Functionality', 2, None, '___sec21'),
|
||||
('Principal Component Analysis', 2, None, '___sec22'),
|
||||
('PCA and scikit-learn', 2, None, '___sec23'),
|
||||
('More on the PCA', 2, None, '___sec24'),
|
||||
('Incremental PCA', 2, None, '___sec25'),
|
||||
('Randomized PCA', 2, None, '___sec26'),
|
||||
('Kernel PCA', 2, None, '___sec27'),
|
||||
('LLE', 2, None, '___sec28'),
|
||||
('Other techniques', 2, None, '___sec29')]}
|
||||
end of tocinfo -->
|
||||
|
||||
<body>
|
||||
|
||||
|
||||
|
||||
<script type="text/x-mathjax-config">
|
||||
MathJax.Hub.Config({
|
||||
TeX: {
|
||||
equationNumbers: { autoNumber: "none" },
|
||||
extensions: ["AMSmath.js", "AMSsymbols.js", "autobold.js", "color.js"]
|
||||
}
|
||||
});
|
||||
</script>
|
||||
<script type="text/javascript" async
|
||||
src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
|
||||
</script>
|
||||
|
||||
|
||||
|
||||
|
||||
<!-- Bootstrap navigation bar -->
|
||||
<div class="navbar navbar-default navbar-fixed-top">
|
||||
<div class="navbar-header">
|
||||
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-responsive-collapse">
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
</button>
|
||||
<a class="navbar-brand" href="DimRed-bs.html">Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</a>
|
||||
</div>
|
||||
|
||||
<div class="navbar-collapse collapse navbar-responsive-collapse">
|
||||
<ul class="nav navbar-nav navbar-right">
|
||||
<li class="dropdown">
|
||||
<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
|
||||
<ul class="dropdown-menu">
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs001.html#___sec0" style="font-size: 80%;">Reducing the number of degrees of freedom, overarching view</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs002.html#___sec1" style="font-size: 80%;">Preprocessing our data</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs003.html#___sec2" style="font-size: 80%;">More preprocessing</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs004.html#___sec3" style="font-size: 80%;">Simple preprocessing examples, Franke function and regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs005.html#___sec4" style="font-size: 80%;">Simple preprocessing examples, breast cancer data and classification, Support Vector Machines</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs006.html#___sec5" style="font-size: 80%;">More on Cancer Data, now with Logistic Regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs007.html#___sec6" style="font-size: 80%;">Why should we think of reducing the dimensionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs008.html#___sec7" style="font-size: 80%;">Basic ideas of the Principal Component Analysis (PCA)</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs009.html#___sec8" style="font-size: 80%;">Introducing the Covariance and Correlation functions</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs010.html#___sec9" style="font-size: 80%;">Correlation Function and Design/Feature Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs011.html#___sec10" style="font-size: 80%;">Covariance Matrix Examples</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs012.html#___sec11" style="font-size: 80%;">Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs013.html#___sec12" style="font-size: 80%;">Correlation Matrix with Pandas</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs014.html#___sec13" style="font-size: 80%;">Correlation Matrix with Pandas and the Franke function</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs015.html#___sec14" style="font-size: 80%;">Rewriting the Covariance and/or Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs016.html#___sec15" style="font-size: 80%;">Towards the PCA theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs017.html#___sec16" style="font-size: 80%;">The Algorithm before the Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec17" style="font-size: 80%;">Classical PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs019.html#___sec18" style="font-size: 80%;">Proof of the PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs020.html#___sec19" style="font-size: 80%;">PCA Proof continued</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs021.html#___sec20" style="font-size: 80%;">The final step</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs022.html#___sec21" style="font-size: 80%;">PCA and Scikit-Learn Functionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs023.html#___sec22" style="font-size: 80%;">Principal Component Analysis</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs024.html#___sec23" style="font-size: 80%;">PCA and scikit-learn</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs025.html#___sec24" style="font-size: 80%;">More on the PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs026.html#___sec25" style="font-size: 80%;">Incremental PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs027.html#___sec26" style="font-size: 80%;">Randomized PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs028.html#___sec27" style="font-size: 80%;">Kernel PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="#___sec28" style="font-size: 80%;">LLE</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs030.html#___sec29" style="font-size: 80%;">Other techniques</a></li>
|
||||
|
||||
</ul>
|
||||
</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</div> <!-- end of navigation bar -->
|
||||
|
||||
<div class="container">
|
||||
|
||||
<p> </p><p> </p><p> </p> <!-- add vertical space -->
|
||||
|
||||
<a name="part0029"></a>
|
||||
<!-- !split -->
|
||||
|
||||
<h2 id="___sec28" class="anchor">LLE </h2>
|
||||
|
||||
<p>
|
||||
Locally Linear Embedding (LLE) is another very powerful nonlinear dimensionality reduction
|
||||
(NLDR) technique. It is a Manifold Learning technique that does not rely on projections like the previous
|
||||
algorithms. In a nutshell, LLE works by first measuring how each training instance linearly relates to its
|
||||
closest neighbors (c.n.), and then looking for a low-dimensional representation of the training set where
|
||||
these local relationships are best preserved (more details shortly).
|
||||
|
||||
<p>
|
||||
<p>
|
||||
<!-- navigation buttons at the bottom of the page -->
|
||||
<ul class="pagination">
|
||||
<li><a href="._DimRed-bs028.html">«</a></li>
|
||||
<li><a href="._DimRed-bs000.html">1</a></li>
|
||||
<li><a href="">...</a></li>
|
||||
<li><a href="._DimRed-bs021.html">22</a></li>
|
||||
<li><a href="._DimRed-bs022.html">23</a></li>
|
||||
<li><a href="._DimRed-bs023.html">24</a></li>
|
||||
<li><a href="._DimRed-bs024.html">25</a></li>
|
||||
<li><a href="._DimRed-bs025.html">26</a></li>
|
||||
<li><a href="._DimRed-bs026.html">27</a></li>
|
||||
<li><a href="._DimRed-bs027.html">28</a></li>
|
||||
<li><a href="._DimRed-bs028.html">29</a></li>
|
||||
<li class="active"><a href="._DimRed-bs029.html">30</a></li>
|
||||
<li><a href="._DimRed-bs030.html">31</a></li>
|
||||
<li><a href="._DimRed-bs030.html">»</a></li>
|
||||
</ul>
|
||||
<!-- ------------------- end of main content --------------- -->
|
||||
|
||||
</div> <!-- end container -->
|
||||
<!-- include javascript, jQuery *first* -->
|
||||
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.10.2/jquery.min.js"></script>
|
||||
<script src="https://netdna.bootstrapcdn.com/bootstrap/3.0.0/js/bootstrap.min.js"></script>
|
||||
|
||||
<!-- Bootstrap footer
|
||||
<footer>
|
||||
<a href="http://..."><img width="250" align=right src="http://..."></a>
|
||||
</footer>
|
||||
-->
|
||||
|
||||
|
||||
<center style="font-size:80%">
|
||||
<!-- copyright only on the titlepage -->
|
||||
</center>
|
||||
|
||||
|
||||
</body>
|
||||
</html>
|
||||
|
||||
|
||||
@@ -0,0 +1,261 @@
|
||||
<!--
|
||||
Automatically generated HTML file from DocOnce source
|
||||
(https://github.com/hplgit/doconce/)
|
||||
-->
|
||||
<html>
|
||||
<head>
|
||||
<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
|
||||
<meta name="generator" content="DocOnce: https://github.com/hplgit/doconce/" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
|
||||
<meta name="description" content="Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction">
|
||||
|
||||
<title>Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</title>
|
||||
|
||||
<!-- Bootstrap style: bootstrap -->
|
||||
<link href="https://netdna.bootstrapcdn.com/bootstrap/3.1.1/css/bootstrap.min.css" rel="stylesheet">
|
||||
<!-- not necessary
|
||||
<link href="https://netdna.bootstrapcdn.com/font-awesome/4.0.3/css/font-awesome.css" rel="stylesheet">
|
||||
-->
|
||||
|
||||
<style type="text/css">
|
||||
|
||||
/* Add scrollbar to dropdown menus in bootstrap navigation bar */
|
||||
.dropdown-menu {
|
||||
height: auto;
|
||||
max-height: 400px;
|
||||
overflow-x: hidden;
|
||||
}
|
||||
|
||||
/* Adds an invisible element before each target to offset for the navigation
|
||||
bar */
|
||||
.anchor::before {
|
||||
content:"";
|
||||
display:block;
|
||||
height:50px; /* fixed header height for style bootstrap */
|
||||
margin:-50px 0 0; /* negative fixed header height */
|
||||
}
|
||||
</style>
|
||||
|
||||
|
||||
</head>
|
||||
|
||||
<!-- tocinfo
|
||||
{'highest level': 2,
|
||||
'sections': [('Reducing the number of degrees of freedom, overarching view',
|
||||
2,
|
||||
None,
|
||||
'___sec0'),
|
||||
('Preprocessing our data', 2, None, '___sec1'),
|
||||
('More preprocessing', 2, None, '___sec2'),
|
||||
('Simple preprocessing examples, Franke function and regression',
|
||||
2,
|
||||
None,
|
||||
'___sec3'),
|
||||
('Simple preprocessing examples, breast cancer data and '
|
||||
'classification, Support Vector Machines',
|
||||
2,
|
||||
None,
|
||||
'___sec4'),
|
||||
('More on Cancer Data, now with Logistic Regression',
|
||||
2,
|
||||
None,
|
||||
'___sec5'),
|
||||
('Why should we think of reducing the dimensionality',
|
||||
2,
|
||||
None,
|
||||
'___sec6'),
|
||||
('Basic ideas of the Principal Component Analysis (PCA)',
|
||||
2,
|
||||
None,
|
||||
'___sec7'),
|
||||
('Introducing the Covariance and Correlation functions',
|
||||
2,
|
||||
None,
|
||||
'___sec8'),
|
||||
('Correlation Function and Design/Feature Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec9'),
|
||||
('Covariance Matrix Examples', 2, None, '___sec10'),
|
||||
('Correlation Matrix', 2, None, '___sec11'),
|
||||
('Correlation Matrix with Pandas', 2, None, '___sec12'),
|
||||
('Correlation Matrix with Pandas and the Franke function',
|
||||
2,
|
||||
None,
|
||||
'___sec13'),
|
||||
('Rewriting the Covariance and/or Correlation Matrix',
|
||||
2,
|
||||
None,
|
||||
'___sec14'),
|
||||
('Towards the PCA theorem', 2, None, '___sec15'),
|
||||
('The Algorithm before the Theorem', 2, None, '___sec16'),
|
||||
('Classical PCA Theorem', 2, None, '___sec17'),
|
||||
('Proof of the PCA Theorem', 2, None, '___sec18'),
|
||||
('PCA Proof continued', 2, None, '___sec19'),
|
||||
('The final step', 2, None, '___sec20'),
|
||||
('PCA and Scikit-Learn Functionality', 2, None, '___sec21'),
|
||||
('Principal Component Analysis', 2, None, '___sec22'),
|
||||
('PCA and scikit-learn', 2, None, '___sec23'),
|
||||
('More on the PCA', 2, None, '___sec24'),
|
||||
('Incremental PCA', 2, None, '___sec25'),
|
||||
('Randomized PCA', 2, None, '___sec26'),
|
||||
('Kernel PCA', 2, None, '___sec27'),
|
||||
('LLE', 2, None, '___sec28'),
|
||||
('Other techniques', 2, None, '___sec29')]}
|
||||
end of tocinfo -->
|
||||
|
||||
<body>
|
||||
|
||||
|
||||
|
||||
<script type="text/x-mathjax-config">
|
||||
MathJax.Hub.Config({
|
||||
TeX: {
|
||||
equationNumbers: { autoNumber: "none" },
|
||||
extensions: ["AMSmath.js", "AMSsymbols.js", "autobold.js", "color.js"]
|
||||
}
|
||||
});
|
||||
</script>
|
||||
<script type="text/javascript" async
|
||||
src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
|
||||
</script>
|
||||
|
||||
|
||||
|
||||
|
||||
<!-- Bootstrap navigation bar -->
|
||||
<div class="navbar navbar-default navbar-fixed-top">
|
||||
<div class="navbar-header">
|
||||
<button type="button" class="navbar-toggle" data-toggle="collapse" data-target=".navbar-responsive-collapse">
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
<span class="icon-bar"></span>
|
||||
</button>
|
||||
<a class="navbar-brand" href="DimRed-bs.html">Data Analysis and Machine Learning: Preprocessing and Dimensionality Reduction</a>
|
||||
</div>
|
||||
|
||||
<div class="navbar-collapse collapse navbar-responsive-collapse">
|
||||
<ul class="nav navbar-nav navbar-right">
|
||||
<li class="dropdown">
|
||||
<a href="#" class="dropdown-toggle" data-toggle="dropdown">Contents <b class="caret"></b></a>
|
||||
<ul class="dropdown-menu">
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs001.html#___sec0" style="font-size: 80%;">Reducing the number of degrees of freedom, overarching view</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs002.html#___sec1" style="font-size: 80%;">Preprocessing our data</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs003.html#___sec2" style="font-size: 80%;">More preprocessing</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs004.html#___sec3" style="font-size: 80%;">Simple preprocessing examples, Franke function and regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs005.html#___sec4" style="font-size: 80%;">Simple preprocessing examples, breast cancer data and classification, Support Vector Machines</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs006.html#___sec5" style="font-size: 80%;">More on Cancer Data, now with Logistic Regression</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs007.html#___sec6" style="font-size: 80%;">Why should we think of reducing the dimensionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs008.html#___sec7" style="font-size: 80%;">Basic ideas of the Principal Component Analysis (PCA)</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs009.html#___sec8" style="font-size: 80%;">Introducing the Covariance and Correlation functions</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs010.html#___sec9" style="font-size: 80%;">Correlation Function and Design/Feature Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs011.html#___sec10" style="font-size: 80%;">Covariance Matrix Examples</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs012.html#___sec11" style="font-size: 80%;">Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs013.html#___sec12" style="font-size: 80%;">Correlation Matrix with Pandas</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs014.html#___sec13" style="font-size: 80%;">Correlation Matrix with Pandas and the Franke function</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs015.html#___sec14" style="font-size: 80%;">Rewriting the Covariance and/or Correlation Matrix</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs016.html#___sec15" style="font-size: 80%;">Towards the PCA theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs017.html#___sec16" style="font-size: 80%;">The Algorithm before the Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec17" style="font-size: 80%;">Classical PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs019.html#___sec18" style="font-size: 80%;">Proof of the PCA Theorem</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs020.html#___sec19" style="font-size: 80%;">PCA Proof continued</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs021.html#___sec20" style="font-size: 80%;">The final step</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs022.html#___sec21" style="font-size: 80%;">PCA and Scikit-Learn Functionality</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs023.html#___sec22" style="font-size: 80%;">Principal Component Analysis</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs024.html#___sec23" style="font-size: 80%;">PCA and scikit-learn</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs025.html#___sec24" style="font-size: 80%;">More on the PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs026.html#___sec25" style="font-size: 80%;">Incremental PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs027.html#___sec26" style="font-size: 80%;">Randomized PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs028.html#___sec27" style="font-size: 80%;">Kernel PCA</a></li>
|
||||
<!-- navigation toc: --> <li><a href="._DimRed-bs029.html#___sec28" style="font-size: 80%;">LLE</a></li>
|
||||
<!-- navigation toc: --> <li><a href="#___sec29" style="font-size: 80%;">Other techniques</a></li>
|
||||
|
||||
</ul>
|
||||
</li>
|
||||
</ul>
|
||||
</div>
|
||||
</div>
|
||||
</div> <!-- end of navigation bar -->
|
||||
|
||||
<div class="container">
|
||||
|
||||
<p> </p><p> </p><p> </p> <!-- add vertical space -->
|
||||
|
||||
<a name="part0030"></a>
|
||||
<!-- !split -->
|
||||
|
||||
<h2 id="___sec29" class="anchor">Other techniques </h2>
|
||||
|
||||
<p>
|
||||
There are many other dimensionality reduction techniques, several of which are available in Scikit-Learn.
|
||||
|
||||
<p>
|
||||
Here are some of the most popular:
|
||||
|
||||
<ul>
|
||||
<li> <b>Multidimensional Scaling (MDS)</b> reduces dimensionality while trying to preserve the distances between the instances.</li>
|
||||
<li> <b>Isomap</b> creates a graph by connecting each instance to its nearest neighbors, then reduces dimensionality while trying to preserve the geodesic distances between the instances.</li>
|
||||
<li> <b>t-Distributed Stochastic Neighbor Embedding</b> (t-SNE) reduces dimensionality while trying to keep similar instances close and dissimilar instances apart. It is mostly used for visualization, in particular to visualize clusters of instances in high-dimensional space (e.g., to visualize the MNIST images in 2D).</li>
|
||||
<li> Linear Discriminant Analysis (LDA) is actually a classification algorithm, but during training it learns the most discriminative axes between the classes, and these axes can then be used to define a hyperplane onto which to project the data. The benefit is that the projection will keep classes as far apart as possible, so LDA is a good technique to reduce dimensionality before running another classification algorithm such as a Support Vector Machine (SVM) classifier discussed in the SVM lectures.</li>
|
||||
</ul>
|
||||
|
||||
Here are other examples where we use the <b>DataFrame</b> functionality to handle arrays, now with more interesting features for us, namely numbers. We set up a matrix
|
||||
of dimensionality \( 10\times 5 \) and compute the mean value and standard deviation of each column. Similarly, we can perform mathematial operations like squaring the matrix elements and many other operations.
|
||||
<p>
|
||||
|
||||
<!-- code=python (!bc pycod) typeset with pygments style "default" -->
|
||||
<div class="highlight" style="background: #f8f8f8"><pre style="line-height: 125%"><span></span><span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">numpy</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">np</span>
|
||||
<span style="color: #008000; font-weight: bold">import</span> <span style="color: #0000FF; font-weight: bold">pandas</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">pd</span>
|
||||
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">IPython.display</span> <span style="color: #008000; font-weight: bold">import</span> display
|
||||
np<span style="color: #666666">.</span>random<span style="color: #666666">.</span>seed(<span style="color: #666666">100</span>)
|
||||
<span style="color: #408080; font-style: italic"># setting up a 10 x 5 matrix</span>
|
||||
rows <span style="color: #666666">=</span> <span style="color: #666666">10</span>
|
||||
cols <span style="color: #666666">=</span> <span style="color: #666666">5</span>
|
||||
a <span style="color: #666666">=</span> np<span style="color: #666666">.</span>random<span style="color: #666666">.</span>randn(rows,cols)
|
||||
df <span style="color: #666666">=</span> pd<span style="color: #666666">.</span>DataFrame(a)
|
||||
display(df)
|
||||
<span style="color: #008000; font-weight: bold">print</span>(df<span style="color: #666666">.</span>mean())
|
||||
<span style="color: #008000; font-weight: bold">print</span>(df<span style="color: #666666">.</span>std())
|
||||
display(df<span style="color: #666666">**2</span>)
|
||||
</pre></div>
|
||||
<p>
|
||||
|
||||
<p>
|
||||
<!-- navigation buttons at the bottom of the page -->
|
||||
<ul class="pagination">
|
||||
<li><a href="._DimRed-bs029.html">«</a></li>
|
||||
<li><a href="._DimRed-bs000.html">1</a></li>
|
||||
<li><a href="">...</a></li>
|
||||
<li><a href="._DimRed-bs022.html">23</a></li>
|
||||
<li><a href="._DimRed-bs023.html">24</a></li>
|
||||
<li><a href="._DimRed-bs024.html">25</a></li>
|
||||
<li><a href="._DimRed-bs025.html">26</a></li>
|
||||
<li><a href="._DimRed-bs026.html">27</a></li>
|
||||
<li><a href="._DimRed-bs027.html">28</a></li>
|
||||
<li><a href="._DimRed-bs028.html">29</a></li>
|
||||
<li><a href="._DimRed-bs029.html">30</a></li>
|
||||
<li class="active"><a href="._DimRed-bs030.html">31</a></li>
|
||||
</ul>
|
||||
<!-- ------------------- end of main content --------------- -->
|
||||
|
||||
</div> <!-- end container -->
|
||||
<!-- include javascript, jQuery *first* -->
|
||||
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.10.2/jquery.min.js"></script>
|
||||
<script src="https://netdna.bootstrapcdn.com/bootstrap/3.0.0/js/bootstrap.min.js"></script>
|
||||
|
||||
<!-- Bootstrap footer
|
||||
<footer>
|
||||
<a href="http://..."><img width="250" align=right src="http://..."></a>
|
||||
</footer>
|
||||
-->
|
||||
|
||||
|
||||
<center style="font-size:80%">
|
||||
<!-- copyright only on the titlepage -->
|
||||
</center>
|
||||
|
||||
|
||||
</body>
|
||||
</html>
|
||||
|
||||
|
||||
Reference in New Issue
Block a user