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最新推荐文章于 2022-07-09 16:57:42 发布

Zjhao666

最新推荐文章于 2022-07-09 16:57:42 发布

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分类专栏：机器学习硬核手写

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import numpy as np

# 10 samples, 15 features
batch = 20
data = np.random.rand(batch, 15)
mean = data.mean(axis=0)
data -= mean
cov = np.cov(data.T)
eigen_value, feature_vector = np.linalg.eig(cov)
eigen_value_part = eigen_value[:5]
feature_vector_part = feature_vector[:5]  # 5 15
# data 20 15
new_data = data @ feature_vector_part.T
print(new_data)
print(new_data.shape)