SVD分解: \(A=U\Sigma V^T\),变换:\(\hat{A}=A\cdot V=U\Sigma\) 分解时先计算\(A^TA=U\Sigma^2U^T\),再进行SVD分解 /** * Computes the top k principal components and a vector of proportions of * variance explained by each principal component. * Rows correspond to observat
一.基于Sklearn的PCA代码实现 import numpy as np import matplotlib.pyplot as plt from sklearn import datasets from sklearn.model_selection import train_test_split from sklearn.neighbors import KNeighborsClassifier from sklearn.decomposition import PCA digits =
阅读前提:有一定的机器学习基础, 本文重点面向的是应用,至于机器学习的相关复杂理论和优化理论,还是多多看论文,初学者推荐Ng的公开课 /* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information r
实验需要提取数据的空间信息,所以要对光谱进行降维,使用主成分分析算法,样例代码备份如下 # -*- coding: utf-8 -*- """ Created on Mon Feb 18 10:35:43 2019 @author: admin """ import numpy as np from scipy.io import loadmat #import spectral from sklearn.decomposition import