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<!-- navigation toc: --> <li><a href="._DimRed-bs001.html#___sec0" style="font-size: 80%;"><b>Reducing the number of degrees of freedom, overarching view</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs002.html#___sec1" style="font-size: 80%;"><b>Preprocessing our data</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs003.html#___sec2" style="font-size: 80%;"><b>More preprocessing</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs004.html#___sec3" style="font-size: 80%;"><b>Simple preprocessing examples, Franke function and regression</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs005.html#___sec4" style="font-size: 80%;"><b>Simple preprocessing examples, breast cancer data and classification, Support Vector Machines</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs006.html#___sec5" style="font-size: 80%;"><b>More on Cancer Data, now with Logistic Regression</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs007.html#___sec6" style="font-size: 80%;"><b>Why should we think of reducing the dimensionality</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs008.html#___sec7" style="font-size: 80%;"><b>Basic ideas of the Principal Component Analysis (PCA)</b></a></li>
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<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec17" style="font-size: 80%;"><b>Writing our own PCA code</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec18" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Compute the sample mean and center the data</a></li>
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<!-- navigation toc: --> <li><a href="._DimRed-bs018.html#___sec20" style="font-size: 80%;">&nbsp;&nbsp;&nbsp;Diagonalize the sample covariance matrix to obtain the principal components</a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs019.html#___sec21" style="font-size: 80%;"><b>Classical PCA Theorem</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs020.html#___sec22" style="font-size: 80%;"><b>Proof of the PCA Theorem</b></a></li>
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<!-- navigation toc: --> <li><a href="._DimRed-bs024.html#___sec26" style="font-size: 80%;"><b>Principal Component Analysis</b></a></li>
<!-- navigation toc: --> <li><a href="._DimRed-bs025.html#___sec27" style="font-size: 80%;"><b>PCA and scikit-learn</b></a></li>
<!-- navigation toc: --> <li><a href="#___sec28" style="font-size: 80%;"><b>Back to the Cancer Data</b></a></li>
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<h2 id="___sec28" class="anchor">Back to the Cancer Data </h2>
We can now repeat the above but applied to real data, in this case our breast cancer data.
Here we compute performance scores on the training data using logistic regression.
<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">matplotlib.pyplot</span> <span style="color: #008000; font-weight: bold">as</span> <span style="color: #0000FF; font-weight: bold">plt</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">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.model_selection</span> <span style="color: #008000; font-weight: bold">import</span> train_test_split
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.datasets</span> <span style="color: #008000; font-weight: bold">import</span> load_breast_cancer
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.linear_model</span> <span style="color: #008000; font-weight: bold">import</span> LogisticRegression
cancer <span style="color: #666666">=</span> load_breast_cancer()
X_train, X_test, y_train, y_test <span style="color: #666666">=</span> train_test_split(cancer<span style="color: #666666">.</span>data,cancer<span style="color: #666666">.</span>target,random_state<span style="color: #666666">=0</span>)
logreg <span style="color: #666666">=</span> LogisticRegression()
logreg<span style="color: #666666">.</span>fit(X_train, y_train)
<span style="color: #008000; font-weight: bold">print</span>(<span style="color: #BA2121">&quot;Train set accuracy from Logistic Regression: {:.2f}&quot;</span><span style="color: #666666">.</span>format(logreg<span style="color: #666666">.</span>score(X_train,y_train)))
<span style="color: #408080; font-style: italic"># We scale the data</span>
<span style="color: #008000; font-weight: bold">from</span> <span style="color: #0000FF; font-weight: bold">sklearn.preprocessing</span> <span style="color: #008000; font-weight: bold">import</span> StandardScaler
scaler <span style="color: #666666">=</span> StandardScaler()
scaler<span style="color: #666666">.</span>fit(X_train)
X_train_scaled <span style="color: #666666">=</span> scaler<span style="color: #666666">.</span>transform(X_train)
X_test_scaled <span style="color: #666666">=</span> scaler<span style="color: #666666">.</span>transform(X_test)
<span style="color: #408080; font-style: italic"># Then perform again a log reg fit</span>
logreg<span style="color: #666666">.</span>fit(X_train_scaled, y_train)
<span style="color: #008000; font-weight: bold">print</span>(<span style="color: #BA2121">&quot;Train set accuracy scaled data: {:.2f}&quot;</span><span style="color: #666666">.</span>format(logreg<span style="color: #666666">.</span>score(X_train_scaled,y_train)))
<span style="color: #408080; font-style: italic">#thereafter we do a PCA with Scikit-learn</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> PCA
pca <span style="color: #666666">=</span> PCA(n_components <span style="color: #666666">=</span> <span style="color: #666666">2</span>)
X2D_train <span style="color: #666666">=</span> pca<span style="color: #666666">.</span>fit_transform(X_train_scaled)
<span style="color: #408080; font-style: italic"># and finally compute the log reg fit and the score on the training data </span>
logreg<span style="color: #666666">.</span>fit(X2D_train,y_train)
<span style="color: #008000; font-weight: bold">print</span>(<span style="color: #BA2121">&quot;Train set accuracy scaled and PCA data: {:.2f}&quot;</span><span style="color: #666666">.</span>format(logreg<span style="color: #666666">.</span>score(X2D_train,y_train)))
</pre></div>
<p>
We see that our training data after the PCA decomposition has a performance similar to the non-scaled data.
<p>
<p>
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