some update of pca

This commit is contained in:
mhjensen
2020-01-01 19:57:12 +01:00
parent 6b703367e3
commit e57c0fc5e7
8 changed files with 25 additions and 24 deletions
+4 -4
View File
@@ -1049,7 +1049,7 @@ $$
When you are done with these steps, print out \( \mu_n \) to verify it is
close to \( \mu \) and plot your mean centered data to verify it is
centered at the origin! Compare your code with the functionality from <b>Scikit-Learn</b> discussed above.
The following code elements perform these operations using <b>pandas</b> or your own functionality for doing so.
The following code elements perform these operations using <b>pandas</b> or using our own functionality for doing so. The latter, using <b>numpy</b> is rather simply through the <b>mean()</b> function.
<p>
<!-- code=python (!bc pycod) typeset with pygments style "default" -->
@@ -1068,7 +1068,7 @@ Alternatively, you could also have used the functions we discussed earlier for s
That is, we could have used the <b>StandardScaler</b> function in <b>Scikit-Learn</b>, a function which
ensures that for each feature/predictor we study the mean value is
zero and the variance is one (every column in the design/feature
matrix).
matrix). You would then not get the same results, since we divide by the variance. For diagonal covariance matrix elements will then be one, while the non-diagonal ones will be divided by \( 2\sqrt{2} \) for our specific case.
<h3 id="___sec19">Compute the sample covariance </h3>
@@ -1110,11 +1110,11 @@ following tasks:
$$
\begin{equation*}
x_i \approx \tilde{x}_i := \mu_n + \langle x_i, v_0 \rangle v_0
x_i \approx \tilde{x}_i = \mu_n + \langle x_i, v_0 \rangle v_0
\end{equation*}
$$
where \( v_0 \) is the first principal component. What do you observe?
where \( v_0 \) is the first principal component.
<p>
Collecting all these steps we can write our own PCA function and