Created
February 8, 2016 14:41
-
-
Save k5trismegistus/27615c78efd326e96e67 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import matplotlib.pyplot as plt | |
import numpy | |
import random | |
def create_datas(): | |
datas = [] | |
for i in range(20): | |
a = 10 * (random.random() - 0.5) | |
datas.append((a, a + 3 * (random.random() - 0.5))) | |
return datas | |
def pca(datas, dim): | |
cov_matrix = cov(transposition(datas)) | |
evs = eigen_vectors(cov_matrix) | |
return [tuple(sum([a*b for a, b in zip(v,d)]) for v in evs[:dim]) for d in datas] | |
def eigen_vectors(matrix): | |
eigen_values, eigen_matrix = numpy.linalg.eig(matrix) | |
eigens = sorted([ | |
(eigen_values[i], eigen_matrix[:, i].tolist()) for i in range(len(eigen_values)) | |
], key=lambda x: x[0], reverse=True) | |
return [e[1] for e in eigens] | |
def transposition(datas): | |
return [ [d[i] for d in datas] for i in range(len(datas[1])) ] | |
def cov(td): | |
variance_matrix = numpy.array([ | |
[covariance(td[i], td[j]) for i in range(len(td))] | |
for j in range(len(td)) | |
]) | |
return variance_matrix | |
def average(data_series): | |
return sum(data_series) / len(data_series) | |
def covariance(data_series_a, data_series_b): | |
return sum([(d_a - average(data_series_a)) * (d_b - average(data_series_b)) for d_a, d_b in zip(data_series_a, data_series_b)]) / len(data_series_a) | |
ds = create_datas() | |
plt.xlim([-7, 7]) | |
plt.ylim([-7, 7]) | |
x = [d[0] for d in ds] | |
y = [d[1] for d in ds] | |
plt.xlabel("$x$", fontsize=20, fontname='serif') | |
plt.ylabel("$y$", fontsize=20,fontname='serif') | |
plt.plot(x,y, '.') | |
plt.savefig('ex1.png') | |
plt.clf() | |
pca_ds = pca(ds, 2) | |
plt.xlim([-7, 7]) | |
plt.ylim([-7, 7]) | |
x = [d[0] for d in pca_ds] | |
y = [d[1] for d in pca_ds] | |
plt.xlabel("$x$", fontsize=20, fontname='serif') | |
plt.ylabel("$y$", fontsize=20,fontname='serif') | |
plt.plot(x,y, '.') | |
plt.savefig('ex2.png') |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment