纯Python和scikit-learn对比实现PCA特征降维

摘要

本文使用纯 Python 和 scikit-learn 对比实现PCA降维方法.

相关

原理和详细解释, 请参考: :

特征工程PCA降维方法的最大方差理论详解

文章索引 :
https://blog.csdn.net/oBrightLamp/article/details/85067981

正文

1. PCA 类

文件目录 : vanilla_nn/pca.py

import numpy as np


class PCA(object):
    """
    many thanks to vinhkhuc
    (https://github.com/vinhkhuc/VanillaML)
    i copy the source code and do some more.
    """

    def __init__(self, n_components=3):
        self.n_components = n_components
        self.mean = None
        self.v_components = None
        self.explained_variance_ratio_ = None

    def fit(self, w):
        self.mean = w.mean(axis=0)
        mean_x = w - self.mean

        # The returned eigenvectors are sorted in the
        # decreasing order of their corresponding eigenvalues.
        u, s, v = np.linalg