PCA降维

def compute_pca(X, n_components=2):
    """
    Input:
        X: of dimension (m,n) where each row corresponds to a word vector
        n_components: Number of components you want to keep.
    Output:
        X_reduced: data transformed in 2 dims/columns + regenerated original data
    """
   
    ### START CODE HERE (REPLACE INSTANCES OF 'None' with your code) ###
    # mean center the data
    X_demeaned = X - np.mean(X,axis=0)
    
    # calculate the covariance matrix
    covariance_matrix = np.cov(X_demeaned,rowvar=0)
    
    # calculate eigenvectors & eigenvalues of the covariance matrix
    eigen_vals, eigen_vecs = np.linalg.eigh(covariance_matrix)

    # sort eigenvalue in increasing order (get the indices from the sort)
    idx_sorted = np.argsort(eigen_vals)
    
    # reverse the order so that it's from highest to lowest.
    idx_sorted_decreasing = idx_sorted[::-1]

    # sort the eigen