基于 Python 的 11 种经典数据降维算法|KPCA降维算法

KPCA(kernel PCA)

KPCA 是核技术与 PCA 结合的产物，它与 PCA 主要差别在于计算协方差矩阵时使用了核函数，即是经过核函数映射之后的协方差矩阵。

引入核函数可以很好的解决非线性数据映射问题。kPCA 可以将非线性数据映射到高维空间，在高维空间下使用标准 PCA 将其映射到另一个低维空间。

KPCA 降维算法展示

• 详细内容可参见 《Python 机器学习》之特征抽取——kPCA：
  https://blog.csdn.net/weixin_40604987/article/details/79632888
• 代码实现

# coding:utf-8
# 实现KPCA

from sklearn.datasets import load_iris
from sklearn.decomposition import KernelPCA
import numpy as np
import matplotlib.pyplot as plt
from scipy.spatial.distance import pdist, squareform

'''
author: heucoder
email: 812860165@qq.com
date: 2019.6.13
'''


def sigmoid(x, coef = 0.25):
    x = np.dot(x, x.T)
    return np.tanh(coef*x+1)

def linear(x):
    x = np.dot(x, x.T)
    return x

def rbf(x, gamma = 15):
    sq_dists = pdist(x, 'sqeuclidean')
    mat_sq_dists = squareform(sq_dists)
    return np.exp(-gamma*mat_sq_dists)

def kpca(data, n_dims=2, kernel = rbf):
    '''
    :param data: (n_samples, n_features)
    :param n_dims: target n_dims
    :param kernel: kernel functions
    :return: (n_samples, n_dims)
    '''

    K = kernel(data)
    #
    N = K.shape[0]
    one_n = np.ones((N, N)) / N
    K = K - one_n.dot(K) - K.dot(one_n) + one_n.dot(K).dot(one_n)
    #
    eig_values, eig_vector = np.linalg.eig(K)
    idx = eig_values.argsort()[::-1]
    eigval = eig_values[idx][:n_dims]
    eigvector = eig_vector[:, idx][:, :n_dims]
    print(eigval)
    eigval = eigval**(1/2)
    vi = eigvector/eigval.reshape(-1,n_dims)
    data_n = np.dot(K, vi)
    return data_n


if __name__ == "__main__":
    data = load_iris().data
    Y = load_iris().target
    data_1 = kpca(data, kernel=rbf)


    sklearn_kpca = KernelPCA(n_components=2, kernel="rbf", gamma=15)
    data_2 = sklearn_kpca.fit_transform(data)

    plt.figure(figsize=(8,4))
    plt.subplot(121)
    plt.title("my_KPCA")
    plt.scatter(data_1[:, 0], data_1[:, 1], c = Y)

    plt.subplot(122)
    plt.title("sklearn_KPCA")
    plt.scatter(data_2[:, 0], data_2[:, 1], c = Y)
    plt.show()

• 代码地址：
  https://github.com/heucoder/dimensionality_reduction_alo_codes/blob/master/codes/PCA/KPCA.py