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| import numpy as np | |
| X = np.random.rand(5,10) |
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| X -= X.mean(axis=0) | |
| C = np.cov(X,rowvar=False) |
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| n = 2; | |
| n_PC = v[:, 0:n] | |
| #transform matrix X to two dimension matrix | |
| T = np.dot(X, n_PC) |
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| import seaborn as sns; sns.set() | |
| ax = plt.gca() | |
| ax.set_xlabel('Principal component 1') | |
| ax.set_ylabel('Principal component 2') | |
| plt.scatter(X_raw[:, 0], X_raw[:, 1], c='#663399', alpha=0.5) | |
| plt.scatter(X_mean[0], X_mean[1], c='red', s=50) | |
| plt.axis('equal') | |
| for length, vector in zip(w_12, v_12): |
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| ax = plt.gca() | |
| ax.set_xlabel('Principal component 1') | |
| ax.set_ylabel('Principal component 2') | |
| plt.scatter(T[:, 0], T[:, 1], c='#663399', alpha=0.5) | |
| plt.scatter(T_mean[0], T_mean[1], c='red', s=50) | |
| for length, vector in zip(w_12_T, v_12_T): | |
| dir_ = vector * 3 * np.sqrt(length) | |
| arrowprops = dict(arrowstyle='->', linewidth=2, shrinkA=0, | |
| shrinkB=0, color='red', alpha=0.5) |
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| rng = np.random.RandomState(1) | |
| X_raw = np.dot(rng.rand(2, 2), rng.randn(2, 200)).T | |
| X_mean = X_raw.mean(axis=0) | |
| X -= X_mean | |
| U, s, Vt = LA.svd(X, full_matrices=False) | |
| V = Vt.T | |
| S = np.diag(s) | |
| e_values = (s ** 2) / X.shape[0] |
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| ax = plt.gca() | |
| ax.set_xlabel('X'); ax.set_ylabel('Y') | |
| plt.scatter(X_raw[:, 0], X_raw[:, 1], c='#B8860B', alpha=0.5) | |
| plt.scatter(X_mean[0], X_mean[1], c='red', s=50) | |
| plt.axis('equal') | |
| for length, vector in zip(e_values, V): | |
| dir_ = -vector * 3 * np.sqrt(length) # Tweak the sign | |
| start = X_mean; end = start + dir_ | |
| arrowprops = dict(arrowstyle='->',linewidth=2, |
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| rng = np.random.RandomState(1) | |
| X_raw = np.dot(rng.rand(2, 2), rng.randn(2, 200)).T | |
| X_mean = X_raw.mean(axis=0) | |
| X -= X_mean |
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| from sklearn.decomposition import PCA | |
| pca = PCA(n_components=2) | |
| pca.fit(X) # Apply PCA |
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| ax = plt.gca(); ax.set_xlabel('X'); ax.set_ylabel('Y') | |
| plt.scatter(X[:, 0], X[:, 1], alpha=0.3, color="#191970") | |
| plt.scatter(pca.mean_[0], pca.mean_[1], c='red', s=50) | |
| plt.axis('equal') | |
| for length, vector in zip(pca.explained_variance_, pca.components_): | |
| dir_ = vector * 3 * np.sqrt(length) | |
| start = pca.mean_; end = start + dir_ | |
| arrowprops = dict(arrowstyle='->',linewidth=2, | |
| shrinkA=0, shrinkB=0, color='red', alpha=0.5) |
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