机器学习-主成分分析

一、主成分分析

主成分分析（Principal Component Analysis，PCA）是一种常用的数据降维技术，用于发现数据中的关键特征和模式，并将数据投影到一个新的坐标轴系上，以便减少数据的维度。

PCA的主要目标是找到一个方向，即主成分，使得数据在这个方向上的方差最大。换句话说，PCA试图找到一组新的特征向量，它们是原始特征的线性组合，以便在这些新的特征上数据的方差最大化。这样可以获取尽可能多的信息，同时丢弃较少的信息。通过这种方式，PCA可以减少数据的维度，同时保留了数据中最重要的信息。

在实际应用中，PCA通常用于降维和数据压缩，从而加速机器学习算法的训练过程。此外，它也可以用于可视化数据和发现数据中的模式。由于其简单而有效的特性，PCA被广泛用于各种领域，如数据分析、图像处理、模式识别等。

二、主成分分析的实现原理

1.协方差

2.SVD

三、PCA算法的主要实现

"""
===================================================
Faces recognition example using eigenfaces and SVMs
===================================================

The dataset used in this example is a preprocessed excerpt of the
"Labeled Faces in the Wild", aka LFW_:

  http://vis-www.cs.umass.edu/lfw/lfw-funneled.tgz (233MB)

.. _LFW: http://vis-www.cs.umass.edu/lfw/

"""
# %%
from time import time

import matplotlib.pyplot as plt
from scipy.stats import loguniform

from sklearn.datasets import fetch_lfw_people
from sklearn.decomposition import PCA
from sklearn.metrics import ConfusionMatrixDisplay, classification_report
from sklearn.model_selection import RandomizedSearchCV, train_test_split
from sklearn.preprocessing import StandardScaler
from sklearn.svm import SVC

# %%
# Download the data, if not already on disk and load it as numpy arrays

lfw_people = fetch_lfw_people(min_faces_per_person=70, resize=0.4)

# introspect the images arrays to find the shapes (for plotting)
n_samples, h, w = lfw_people.images.shape

# for machine learning we use the 2 data directly (as relative pixel
# positions info is ignored by this model)
X = lfw_people.data
n_features = X.shape[1]

# the label to predict is the id of the person
y = lfw_people.target
target_names = lfw_people.target_names
n_classes = target_names.shape[0]

print("Total dataset size:")
print("n_samples: %d" % n_samples)
print("n_features: %d" % n_features)
print("n_classes: %d" % n_classes)


# %%
# Split into a training set and a test and keep 25% of the data for testing.

X_train, X_test, y_train, y_test = train_test_split(
    X, y, test_size=0.25, random_state=42
)

scaler = StandardScaler()
X_train = scaler.fit_transform(X_train)
X_test = scaler.transform(X_test)

# %%
# Compute a PCA (eigenfaces) on the face dataset (treated as unlabeled
# dataset): unsupervised feature extraction / dimensionality reduction

n_components = 150

print(
    "Extracting the top %d eigenfaces from %d faces" % (n_components, X_train.shape[0])
)
t0 = time()
pca = PCA(n_components=n_components, svd_solver="randomized", whiten=True).fit(X_train)
print("done in %0.3fs" % (time() - t0))

eigenfaces = pca.components_.reshape((n_components, h, w))

print("Projecting the input data on the eigenfaces orthonormal basis")
t0 = time()
X_train_pca = pca.transform(X_train)
X_test_pca = pca.transform(X_test)
print("done in %0.3fs" % (time() - t0))


# %%
# Train a SVM classification model

print("Fitting the classifier to the training set")
t0 = time()
param_grid = {
    "C": loguniform(1e3, 1e5),
    "gamma": loguniform(1e-4, 1e-1),
}
clf = RandomizedSearchCV(
    SVC(kernel="rbf", class_weight="balanced"), param_grid, n_iter=10
)
clf = clf.fit(X_train_pca, y_train)
print("done in %0.3fs" % (time() - t0))
print("Best estimator found by grid search:")
print(clf.best_estimator_)


# %%
# Quantitative evaluation of the model quality on the test set

print("Predicting people's names on the test set")
t0 = time()
y_pred = clf.predict(X_test_pca)
print("done in %0.3fs" % (time() - t0))

print(classification_report(y_test, y_pred, target_names=target_names))
ConfusionMatrixDisplay.from_estimator(
    clf, X_test_pca, y_test, display_labels=target_names, xticks_rotation="vertical"
)
plt.tight_layout()
plt.show()


# %%
# Qualitative evaluation of the predictions using matplotlib


def plot_gallery(images, titles, h, w, n_row=3, n_col=4):
    """Helper function to plot a gallery of portraits"""
    plt.figure(figsize=(1.8 * n_col, 2.4 * n_row))
    plt.subplots_adjust(bottom=0, left=0.01, right=0.99, top=0.90, hspace=0.35)
    for i in range(n_row * n_col):
        plt.subplot(n_row, n_col, i + 1)
        plt.imshow(images[i].reshape((h, w)), cmap=plt.cm.gray)
        plt.title(titles[i], size=12)
        plt.xticks(())
        plt.yticks(())


# %%
# plot the result of the prediction on a portion of the test set


def title(y_pred, y_test, target_names, i):
    pred_name = target_names[y_pred[i]].rsplit(" ", 1)[-1]
    true_name = target_names[y_test[i]].rsplit(" ", 1)[-1]
    return "predicted: %s\ntrue:      %s" % (pred_name, true_name)


prediction_titles = [
    title(y_pred, y_test, target_names, i) for i in range(y_pred.shape[0])
]

plot_gallery(X_test, prediction_titles, h, w)
# %%
# plot the gallery of the most significative eigenfaces

eigenface_titles = ["eigenface %d" % i for i in range(eigenfaces.shape[0])]
plot_gallery(eigenfaces, eigenface_titles, h, w)

plt.show()

# %%
# Face recognition problem would be much more effectively solved by training
# convolutional neural networks but this family of models is outside of the scope of
# the scikit-learn library. Interested readers should instead try to use pytorch or
# tensorflow to implement such models.

运行效果：

四、总结

PCA可以将高维数据转换为低维数据，从而减少数据的维度，简化了数据的复杂度和计算的复杂性，还可以消除特征之间的线性相关性，得到一组不相关的主成分，从而满足许多模型对特征独立性的假设。

总的来说，PCA 是一种强大的降维技术，可以在许多领域中发挥作用，包括数据分析、图像处理、模式识别等。它能够提取数据的最重要的特征，简化了数据集并帮助发现数据的内在结构。