在python中输入圆的半,在Python中绘制关联圆

I've been doing some Geometrical Data Analysis (GDA) such as Principal Component Analysis (PCA). I'm looking to plot a Correlation Circle... these look a bit like this:

Basically, it allows to measure to which extend the Eigenvalue / Eigenvector of a variable is correlated to the principal components (dimensions) of a dataset.

Anyone knows if there is a python package that plots such data visualization?

解决方案

Here is a simple example using sklearn and the iris dataset. Includes both the factor map for the first two dimensions and a scree plot:

from sklearn.decomposition import PCA

import seaborn as sns

import numpy as np

import matplotlib.pyplot as plt

df = sns.load_dataset('iris')

n_components = 4

# Do the PCA.

pca = PCA(n_components=n_components)

reduced = pca.fit_transform(df[['sepal_length', 'sepal_width',

'petal_length', 'petal_width']])

# Append the principle components for each entry to the dataframe

for i in range(0, n_components):

df['PC' + str(i + 1)] = reduced[:, i]

display(df.head())

# Do a scree plot

ind = np.arange(0, n_components)

(fig, ax) = plt.subplots(figsize=(8, 6))

sns.pointplot(x=ind, y=pca.explained_variance_ratio_)

ax.set_title('Scree plot')

ax.set_xticks(ind)

ax.set_xticklabels(ind)

ax.set_xlabel('Component Number')

ax.set_ylabel('Explained Variance')

plt.show()

# Show the points in terms of the first two PCs

g = sns.lmplot('PC1',

'PC2',

hue='species',data=df,

fit_reg=False,

scatter=True,

size=7)

plt.show()

# Plot a variable factor map for the first two dimensions.

(fig, ax) = plt.subplots(figsize=(12, 12))

for i in range(0, len(pca.components_)):

ax.arrow(0,

0, # Start the arrow at the origin

pca.components_[0, i], #0 for PC1

pca.components_[1, i], #1 for PC2

head_width=0.1,

head_length=0.1)

plt.text(pca.components_[0, i] + 0.05,

pca.components_[1, i] + 0.05,

df.columns.values[i])

an = np.linspace(0, 2 * np.pi, 100)

plt.plot(np.cos(an), np.sin(an)) # Add a unit circle for scale

plt.axis('equal')

ax.set_title('Variable factor map')

plt.show()

It'd be a good exercise to extend this to further PCs, to deal with scaling if all components are small, and to avoid plotting factors with minimal contributions.