【Python-ML】无监督线性降维PCA方法

# -*- coding: utf-8 -*-
'''
Created on 2018年1月18日
@author: Jason.F
@summary: 特征抽取-PCA方法，无监督、线性
'''
import pandas as pd
import numpy as np
from sklearn.cross_validation import train_test_split
from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import LogisticRegression
import matplotlib.pyplot as plt
#第一步:导入数据，对原始d维数据集做标准化处理
df_wine = pd.read_csv('https://archive.ics.uci.edu/ml/machine-learning-databases/wine/wine.data',header=None)
df_wine.columns=['Class label','Alcohol','Malic acid','Ash','Alcalinity of ash','Magnesium','Total phenols','Flavanoids','Nonflavanoid phenols','Proanthocyanins','Color intensity','Hue','OD280/OD315 of diluted wines','Proline']
print ('class labels:',np.unique(df_wine['Class label']))
#print (df_wine.head(5))
#分割训练集合测试集
X,y=df_wine.iloc[:,1:].values,df_wine.iloc[:,0].values
X_train,X_test,y_train,y_test=train_test_split(X,y,test_size=0.3,random_state=0)
#特征值缩放-标准化
stdsc=StandardScaler()
X_train_std=stdsc.fit_transform(X_train)
X_test_std=stdsc.fit_transform(X_test)
#第二步：构造样本的协方差矩阵
cov_mat=np.cov(X_train_std.T)#d=13维，构造13X13维的协方差矩阵
eigen_vals,eigen_vecs=np.linalg.eig(cov_mat)#计算线性矩阵的特征值和特征向量
print ('\nEigenvalues \n %s'%eigen_vals) #13个特征值
print (eigen_vecs.shape)#13X13的特征向量矩阵
#计算特征值占比，观察期方差贡献率，目标是寻找最大方差的成分
tot=sum(eigen_vals)
var_exp=[(i/tot) for i in sorted(eigen_vals,reverse=True)]
cum_var_exp=np.cumsum(var_exp)
plt.bar(range(1,14),var_exp,alpha=0.5,align='center',label='individual explained variance')
plt.step(range(1,14),cum_var_exp,where='mid',label='cumulative explained variance')
plt.ylabel('Explained variance ratio')
plt.xlabel('Principal components')
plt.legend(loc='best')
plt.show()
#第三部：选择前k个最大特征值对应的特征向量，构造k个特征项的映射矩阵W
eigen_pairs=[(np.abs(eigen_vals[i]), eigen_vecs[:, i]) for i in range(len(eigen_vals))]
eigen_pairs.sort(reverse=True)
w=np.hstack((eigen_pairs[0][1][:,np.newaxis],eigen_pairs[1][1][:,np.newaxis]))#选取前2个特征，构建13X2维的映射矩阵W
print ('Matrix W:\n',w)
#第四步：通过映射矩阵W将d=13维的输入数据集X转换到新的k=2维特征子空间
print (X_train_std[0].dot(w)) #转换一行，一个样本
X_train_pca=X_train_std.dot(w)#转换整个样本集，从13维到2维
X_test_pca=X_test_std.dot(w)
print (X_train_pca.shape)
#用二维散点图可视化降维后的样本
colors=['r','b','g']
markers=['s','x','o']
for l,c,m in zip(np.unique(y_train),colors,markers):
     plt.scatter(X_train_pca[y_train == l, 0],X_train_pca[y_train == l, 1],c=c, label=l, marker=m)
plt.xlabel('PC 1')
plt.ylabel('PC 2')
plt.legend(loc='lower left')
plt.show()
#第五步：转换后的数据集进行线性训练
lr=LogisticRegression()
lr.fit(X_train_pca,y_train)
print ('Training accuracy:',lr.score(X_train_pca, y_train))
print ('Test accuracy:',lr.score(X_test_pca, y_test))

结果：

('class labels:', array([1, 2, 3], dtype=int64))

Eigenvalues 
 [ 4.8923083   2.46635032  1.42809973  1.01233462  0.84906459  0.60181514
  0.52251546  0.08414846  0.33051429  0.29595018  0.16831254  0.21432212
  0.2399553 ]
(13L, 13L)
('Matrix W:\n', array([[ 0.14669811,  0.50417079],
       [-0.24224554,  0.24216889],
       [-0.02993442,  0.28698484],
       [-0.25519002, -0.06468718],
       [ 0.12079772,  0.22995385],
       [ 0.38934455,  0.09363991],
       [ 0.42326486,  0.01088622],
       [-0.30634956,  0.01870216],
       [ 0.30572219,  0.03040352],
       [-0.09869191,  0.54527081],
       [ 0.30032535, -0.27924322],
       [ 0.36821154, -0.174365  ],
       [ 0.29259713,  0.36315461]]))
[ 2.59891628  0.00484089]
(124L, 2L)
('Training accuracy:', 0.967741935483871)
('Test accuracy:', 0.98148148148148151)