机器学习算法Matlab实现--PCA、kmeans

PCA及kmeans介绍见吴恩达机器学习–PCA、吴恩达机器学习–kmeans.

代码：

%% Step1: load data and preprocess
X = load(mat_path, 'mean_data');
X = (X.mean_data-mean(X.mean_data,1))./var(X.mean_data);
    
%% Step2: compute covariance matrix
for k = 1:size(X,2)    
    number_of_samples = size(X,1);
    sigma = (1/number_of_samples)*X'*X;

    %% Step3: compute eigenvectors of matrix sigma
    [U,S,V] = svd(sigma);
    U_reduce = U(:,1:k);
    Z = X*U_reduce;
    %% Step4: check
    S_k = 0;
    S_n = sum(diag(S));
    for i = 1:k
        S_k = S_k + S(i,i);
    end

    if S_k / S_n >= 0.99
        fprintf("%.2f%% variance retained\n", 100*S_k/S_n);
        break;
    else
        if k==2
            Z_to_plot = Z;
        end
        if k==3
            Z_to_plot3 = Z;
        end
        fprintf("%.2f%% variance retained\n", 100*S_k/S_n);
        continue;
    end
end
% save('./mean_data_reduced.mat','Z');

opts = statset('Display','final');
[cidx, ctrs] = kmeans(Z_to_plot3, 2, 'Distance','sqeuclidean', ...
                      'Replicates',5, 'Options',opts);
                  
figure(1)
plot(Z_to_plot(cidx==1,1),Z_to_plot(cidx==1,2),'r.', ...
     Z_to_plot(cidx==2,1),Z_to_plot(cidx==2,2),'b.', ...
     Z_to_plot(cidx==3,1),Z_to_plot(cidx==3,2),'g.', ...
     ctrs(:,1),ctrs(:,2),'m*');
 
figure(2)
plot3(Z_to_plot3(cidx==1,1),Z_to_plot3(cidx==1,2),Z_to_plot3(cidx==1,3),'r.', ...
      Z_to_plot3(cidx==2,1),Z_to_plot3(cidx==2,2),Z_to_plot3(cidx==2,3),'b.', ...
      Z_to_plot3(cidx==3,1),Z_to_plot3(cidx==3,2),Z_to_plot3(cidx==3,3),'g.', ...
      ctrs(:,1),ctrs(:,2),ctrs(:,3),'m*');

可视化：