线性判别分析法LDA-线性降维-特征降维

线性判别分析法（有监督）：
LDA的目标是使降维后的数据点尽可能容易被区分，使类内方差越小，类间方差越大，其利用了标签的信息。即两种性质：①同类的数据点尽可能接近；②不同类的数据点尽可能分开。

from sklearn.discriminant_analysis import LinearDiscriminantAnalysis as LDA
from sklearn.datasets import load_iris

# 线性判别分析法（Linear Discriminant Analysis，LDA），也叫作Fisher线性判别（Fisher Linear Discriminant，FLD），是一种有监督的线性降维算法。与PCA尽可能多地保留数据信息不同，
# LDA的目标是使降维后的数据点尽可能容易被区分，使类内方差越小，类间方差越大，其利用了标签的信息。
# 两种性质：①同类的数据点尽可能接近；②不同类的数据点尽可能分开。

iris = load_iris()
print("iris.data:\n", iris.data)
print("iris.target:\n", iris.target)

# 线性判别分析法，返回降维后的数据
# 参数n_compoents为降维后的特征数
data_lda = LDA(n_components=2).fit_transform(iris.data, iris.target)
print("data_lda:\n", data_lda)

输出：
iris.data:
[[5.1 3.5 1.4 0.2]
[4.9 3. 1.4 0.2]
[4.7 3.2 1.3 0.2]
[4.6 3.1 1.5 0.2]
[5. 3.6 1.4 0.2]
[5.4 3.9 1.7 0.4]
[4.6 3.4 1.4 0.3]
[5. 3.4 1.5 0.2]
[4.4 2.9 1.4 0.2]
[4.9 3.1 1.5 0.1]
[5.4 3.7 1.5 0.2]
[4.8 3.4 1.6 0.2]
[4.8 3. 1.4 0.1]
[4.3 3. 1.1 0.1]
[5.8 4. 1.2 0.2]
[5.7 4.4 1.5 0.4]
[5.4 3.9 1.3 0.4]
[5.1 3.5 1.4 0.3]
[5.7 3.8 1.7 0.3]
[5.1 3.8 1.5 0.3]
[5.4 3.4 1.7 0.2]
[5.1 3.7 1.5 0.4]
[4.6 3.6 1. 0.2]
[5.1 3.3 1.7 0.5]
[4.8 3.4 1.9 0.2]
[5. 3. 1.6 0.2]
[5. 3.4 1.6 0.4]
[5.2 3.5 1.5 0.2]
[5.2 3.4 1.4 0.2]
[4.7 3.2 1.6 0.2]
[4.8 3.1 1.6 0.2]
[5.4 3.4 1.5 0.4]
[5.2 4.1 1.5 0.1]
[5.5 4.2 1.4 0.2]
[4.9 3.1 1.5 0.2]
[5. 3.2 1.2 0.2]
[5.5 3.5 1.3 0.2]
[4.9 3.6 1.4 0.1]
[4.4 3. 1.3 0.2]
[5.1 3.4 1.5 0.2]
[5. 3.5 1.3 0.3]
[4.5 2.3 1.3 0.3]
[4.4 3.2 1.3 0.2]
[5. 3.5 1.6 0.6]
[5.1 3.8 1.9 0.4]
[4.8 3. 1.4 0.3]
[5.1 3.8 1.6 0.2]
[4.6 3.2 1.4 0.2]
[5.3 3.7 1.5 0.2]
[5. 3.3 1.4 0.2]
[7. 3.2 4.7 1.4]
[6.4 3.2 4.5 1.5]
[6.9 3.1 4.9 1.5]
[5.5 2.3 4. 1.3]
[6.5 2.8 4.6 1.5]
[5.7 2.8 4.5 1.3]
[6.3 3.3 4.7 1.6]
[4.9 2.4 3.3 1. ]
[6.6 2.9 4.6 1.3]
[5.2 2.7 3.9 1.4]
[5. 2. 3.5 1. ]
[5.9 3. 4.2 1.5]
[6. 2.2 4. 1. ]
[6.1 2.9 4.7 1.4]
[5.6 2.9 3.6 1.3]
[6.7 3.1 4.4 1.4]
[5.6 3. 4.5 1.5]
[5.8 2.7 4.1 1. ]
[6.2 2.2 4.5 1.5]
[5.6 2.5 3.9 1.1]
[5.9 3.2 4.8 1.8]
[6.1 2.8 4. 1.3]
[6.3 2.5 4.9 1.5]
[6.1 2.8 4.7 1.2]
[6.4 2.9 4.3 1.3]
[6.6 3. 4.4 1.4]
[6.8 2.8 4.8 1.4]
[6.7 3. 5. 1.7]
[6. 2.9 4.5 1.5]
[5.7 2.6 3.5 1. ]
[5.5 2.4 3.8 1.1]
[5.5 2.4 3.7 1. ]
[5.8 2.7 3.9 1.2]
[6. 2.7 5.1 1.6]
[5.4 3. 4.5 1.5]
[6. 3.4 4.5 1.6]
[6.7 3.1 4.7 1.5]
[6.3 2.3 4.4 1.3]
[5.6 3. 4.1 1.3]
[5.5 2.5 4. 1.3]
[5.5 2.6 4.4 1.2]
[6.1 3. 4.6 1.4]
[5.8 2.6 4. 1.2]
[5. 2.3 3.3 1. ]
[5.6 2.7 4.2 1.3]
[5.7 3. 4.2 1.2]
[5.7 2.9 4.2 1.3]
[6.2 2.9 4.3 1.3]
[5.1 2.5 3. 1.1]
[5.7 2.8 4.1 1.3]
[6.3 3.3 6. 2.5]
[5.8 2.7 5.1 1.9]
[7.1 3. 5.9 2.1]
[6.3 2.9 5.6 1.8]
[6.5 3. 5.8 2.2]
[7.6 3. 6.6 2.1]
[4.9 2.5 4.5 1.7]
[7.3 2.9 6.3 1.8]
[6.7 2.5 5.8 1.8]
[7.2 3.6 6.1 2.5]
[6.5 3.2 5.1 2. ]
[6.4 2.7 5.3 1.9]
[6.8 3. 5.5 2.1]
[5.7 2.5 5. 2. ]
[5.8 2.8 5.1 2.4]
[6.4 3.2 5.3 2.3]
[6.5 3. 5.5 1.8]
[7.7 3.8 6.7 2.2]
[7.7 2.6 6.9 2.3]
[6. 2.2 5. 1.5]
[6.9 3.2 5.7 2.3]
[5.6 2.8 4.9 2. ]
[7.7 2.8 6.7 2. ]
[6.3 2.7 4.9 1.8]
[6.7 3.3 5.7 2.1]
[7.2 3.2 6. 1.8]
[6.2 2.8 4.8 1.8]
[6.1 3. 4.9 1.8]
[6.4 2.8 5.6 2.1]
[7.2 3. 5.8 1.6]
[7.4 2.8 6.1 1.9]
[7.9 3.8 6.4 2. ]
[6.4 2.8 5.6 2.2]
[6.3 2.8 5.1 1.5]
[6.1 2.6 5.6 1.4]
[7.7 3. 6.1 2.3]
[6.3 3.4 5.6 2.4]
[6.4 3.1 5.5 1.8]
[6. 3. 4.8 1.8]
[6.9 3.1 5.4 2.1]
[6.7 3.1 5.6 2.4]
[6.9 3.1 5.1 2.3]
[5.8 2.7 5.1 1.9]
[6.8 3.2 5.9 2.3]
[6.7 3.3 5.7 2.5]
[6.7 3. 5.2 2.3]
[6.3 2.5 5. 1.9]
[6.5 3. 5.2 2. ]
[6.2 3.4 5.4 2.3]
[5.9 3. 5.1 1.8]]
iris.target:
[0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
2 2]
data_lda:
[[ 8.06179978e+00 3.00420621e-01]
[ 7.12868772e+00 -7.86660426e-01]
[ 7.48982797e+00 -2.65384488e-01]
[ 6.81320057e+00 -6.70631068e-01]
[ 8.13230933e+00 5.14462530e-01]
[ 7.70194674e+00 1.46172097e+00]
[ 7.21261762e+00 3.55836209e-01]
[ 7.60529355e+00 -1.16338380e-02]
[ 6.56055159e+00 -1.01516362e+00]
[ 7.34305989e+00 -9.47319209e-01]
[ 8.39738652e+00 6.47363392e-01]
[ 7.21929685e+00 -1.09646389e-01]
[ 7.32679599e+00 -1.07298943e+00]
[ 7.57247066e+00 -8.05464137e-01]
[ 9.84984300e+00 1.58593698e+00]
[ 9.15823890e+00 2.73759647e+00]
[ 8.58243141e+00 1.83448945e+00]
[ 7.78075375e+00 5.84339407e-01]
[ 8.07835876e+00 9.68580703e-01]
[ 8.02097451e+00 1.14050366e+00]
[ 7.49680227e+00 -1.88377220e-01]
[ 7.58648117e+00 1.20797032e+00]
[ 8.68104293e+00 8.77590154e-01]
[ 6.25140358e+00 4.39696367e-01]
[ 6.55893336e+00 -3.89222752e-01]
[ 6.77138315e+00 -9.70634453e-01]
[ 6.82308032e+00 4.63011612e-01]
[ 7.92461638e+00 2.09638715e-01]
[ 7.99129024e+00 8.63787128e-02]
[ 6.82946447e+00 -5.44960851e-01]
[ 6.75895493e+00 -7.59002759e-01]
[ 7.37495254e+00 5.65844592e-01]
[ 9.12634625e+00 1.22443267e+00]
[ 9.46768199e+00 1.82522635e+00]
[ 7.06201386e+00 -6.63400423e-01]
[ 7.95876243e+00 -1.64961722e-01]
[ 8.61367201e+00 4.03253602e-01]
[ 8.33041759e+00 2.28133530e-01]
[ 6.93412007e+00 -7.05519379e-01]
[ 7.68823131e+00 -9.22362309e-03]
[ 7.91793715e+00 6.75121313e-01]
[ 5.66188065e+00 -1.93435524e+00]
[ 7.24101468e+00 -2.72615132e-01]
[ 6.41443556e+00 1.24730131e+00]
[ 6.85944381e+00 1.05165396e+00]
[ 6.76470393e+00 -5.05151855e-01]
[ 8.08189937e+00 7.63392750e-01]
[ 7.18676904e+00 -3.60986823e-01]
[ 8.31444876e+00 6.44953177e-01]
[ 7.67196741e+00 -1.34893840e-01]
[-1.45927545e+00 2.85437643e-02]
[-1.79770574e+00 4.84385502e-01]
[-2.41694888e+00 -9.27840307e-02]
[-2.26247349e+00 -1.58725251e+00]
[-2.54867836e+00 -4.72204898e-01]
[-2.42996725e+00 -9.66132066e-01]
[-2.44848456e+00 7.95961954e-01]
[-2.22666513e-01 -1.58467318e+00]
[-1.75020123e+00 -8.21180130e-01]
[-1.95842242e+00 -3.51563753e-01]
[-1.19376031e+00 -2.63445570e+00]
[-1.85892567e+00 3.19006544e-01]
[-1.15809388e+00 -2.64340991e+00]
[-2.66605725e+00 -6.42504540e-01]
[-3.78367218e-01 8.66389312e-02]
[-1.20117255e+00 8.44373592e-02]
[-2.76810246e+00 3.21995363e-02]
[-7.76854039e-01 -1.65916185e+00]
[-3.49805433e+00 -1.68495616e+00]
[-1.09042788e+00 -1.62658350e+00]
[-3.71589615e+00 1.04451442e+00]
[-9.97610366e-01 -4.90530602e-01]
[-3.83525931e+00 -1.40595806e+00]
[-2.25741249e+00 -1.42679423e+00]
[-1.25571326e+00 -5.46424197e-01]
[-1.43755762e+00 -1.34424979e-01]
[-2.45906137e+00 -9.35277280e-01]
[-3.51848495e+00 1.60588866e-01]
[-2.58979871e+00 -1.74611728e-01]
[ 3.07487884e-01 -1.31887146e+00]
[-1.10669179e+00 -1.75225371e+00]
[-6.05524589e-01 -1.94298038e+00]
[-8.98703769e-01 -9.04940034e-01]
[-4.49846635e+00 -8.82749915e-01]
[-2.93397799e+00 2.73791065e-02]
[-2.10360821e+00 1.19156767e+00]
[-2.14258208e+00 8.87797815e-02]
[-2.47945603e+00 -1.94073927e+00]
[-1.32552574e+00 -1.62869550e-01]
[-1.95557887e+00 -1.15434826e+00]
[-2.40157020e+00 -1.59458341e+00]
[-2.29248878e+00 -3.32860296e-01]
[-1.27227224e+00 -1.21458428e+00]
[-2.93176055e-01 -1.79871509e+00]
[-2.00598883e+00 -9.05418042e-01]
[-1.18166311e+00 -5.37570242e-01]
[-1.61615645e+00 -4.70103580e-01]
[-1.42158879e+00 -5.51244626e-01]
[ 4.75973788e-01 -7.99905482e-01]
[-1.54948259e+00 -5.93363582e-01]
[-7.83947399e+00 2.13973345e+00]
[-5.50747997e+00 -3.58139892e-02]
[-6.29200850e+00 4.67175777e-01]
[-5.60545633e+00 -3.40738058e-01]
[-6.85055995e+00 8.29825394e-01]
[-7.41816784e+00 -1.73117995e-01]
[-4.67799541e+00 -4.99095015e-01]
[-6.31692685e+00 -9.68980756e-01]
[-6.32773684e+00 -1.38328993e+00]
[-6.85281335e+00 2.71758963e+00]
[-4.44072512e+00 1.34723692e+00]
[-5.45009572e+00 -2.07736942e-01]
[-5.66033713e+00 8.32713617e-01]
[-5.95823722e+00 -9.40175447e-02]
[-6.75926282e+00 1.60023206e+00]
[-5.80704331e+00 2.01019882e+00]
[-5.06601233e+00 -2.62733839e-02]
[-6.60881882e+00 1.75163587e+00]
[-9.17147486e+00 -7.48255067e-01]
[-4.76453569e+00 -2.15573720e+00]
[-6.27283915e+00 1.64948141e+00]
[-5.36071189e+00 6.46120732e-01]
[-7.58119982e+00 -9.80722934e-01]
[-4.37150279e+00 -1.21297458e-01]
[-5.72317531e+00 1.29327553e+00]
[-5.27915920e+00 -4.24582377e-02]
[-4.08087208e+00 1.85936572e-01]
[-4.07703640e+00 5.23238483e-01]
[-6.51910397e+00 2.96976389e-01]
[-4.58371942e+00 -8.56815813e-01]
[-6.22824009e+00 -7.12719638e-01]
[-5.22048773e+00 1.46819509e+00]
[-6.80015000e+00 5.80895175e-01]
[-3.81515972e+00 -9.42985932e-01]
[-5.10748966e+00 -2.13059000e+00]
[-6.79671631e+00 8.63090395e-01]
[-6.52449599e+00 2.44503527e+00]
[-4.99550279e+00 1.87768525e-01]
[-3.93985300e+00 6.14020389e-01]
[-5.20383090e+00 1.14476808e+00]
[-6.65308685e+00 1.80531976e+00]
[-5.10555946e+00 1.99218201e+00]
[-5.50747997e+00 -3.58139892e-02]
[-6.79601924e+00 1.46068695e+00]
[-6.84735943e+00 2.42895067e+00]
[-5.64500346e+00 1.67771734e+00]
[-5.17956460e+00 -3.63475041e-01]
[-4.96774090e+00 8.21140550e-01]
[-5.88614539e+00 2.34509051e+00]
[-4.68315426e+00 3.32033811e-01]]

Process finished with exit code 0