python主成分对变量的贡献率_在Python中从新数据计算主成分

以下是可用的transform函数here：def transform(self, X):

"""Apply dimensionality reduction to X.

X is projected on the first principal components previously extracted

from a training set.

Parameters

X : array-like, shape (n_samples, n_features)

New data, where n_samples is the number of samples

and n_features is the number of features.

Returns

-

X_new : array-like, shape (n_samples, n_components)

Examples

>>> import numpy as np

>>> from sklearn.decomposition import IncrementalPCA

>>> X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])

>>> ipca = IncrementalPCA(n_components=2, batch_size=3)

>>> ipca.fit(X)

IncrementalPCA(batch_size=3, copy=True, n_components=2, whiten=False)

>>> ipca.transform(X) # doctest: +SKIP

"""

check_is_fitted(self, ['mean_', 'components_'], all_or_any=all)

X = check_array(X)

if self.mean_ is not None:

X = X - self.mean_

X_transformed = np.dot(X, self.components_.T)

if self.whiten:

X_transformed /= np.sqrt(self.explained_variance_)

return X_transformed

变量加载是从pca.components_获得的组件。确保你的mean_是0，而{}是{}，然后你就可以简单地得到这个矩阵，并在你想转换矩阵/向量的任何地方使用它。在