解释一下这段代码:function [train_pca,test_pca,dataset_cumsum,percent_explained] = pcaForRF(train,test,threshold),详细说明一下如何使用
时间: 2023-12-24 22:01:45 浏览: 28
这段代码实现了一个PCA降维的功能,并返回了训练集和测试集的降维后的数据、累计方差贡献率和每个主成分的解释方差贡献率。
具体的参数含义如下:
- train:训练集数据,大小为MxN,其中M是样本数,N是特征数。
- test:测试集数据,大小为TxN,其中T是测试样本数,N是特征数。
- threshold:PCA降维后保留的累计方差贡献率的阈值,取值范围为(0,1)。
函数的返回值如下:
- train_pca:训练集降维后的数据,大小为MxK,其中K是降维后的特征数。
- test_pca:测试集降维后的数据,大小为TxK,其中K是降维后的特征数。
- dataset_cumsum:降维后的数据总方差的累计方差贡献率,大小为1xK。
- percent_explained:每个主成分的解释方差贡献率,大小为1xN。
使用该函数时,首先需要将训练集和测试集数据传入函数中,然后指定一个累计方差贡献率的阈值,即threshold。函数会根据该阈值自动计算出需要保留的主成分数,然后对训练集和测试集进行降维处理,并返回降维后的结果。同时还会返回降维后的数据总方差的累计方差贡献率和每个主成分的解释方差贡献率,可以用于后续的分析和可视化。
相关问题
function [train_pca,test_pca,dataset_cumsum,percent_explained] = pcaForRF(train,test,threshold)
% This function performs PCA on the training dataset and applies the same
% transformation to the testing dataset. It returns the transformed
% datasets, cumulative sum of variance explained by each principal
% component, and the percentage of variance explained by each principal
% component.
%
% Inputs:
% train - Training dataset with observations in rows and features in
% columns.
% test - Testing dataset with observations in rows and features in columns.
% The number of columns must match the number of columns in the
% training dataset.
% threshold - A threshold value (between 0 and 1) that determines the
% number of principal components to keep. The function will
% keep the minimum number of principal components required
% to explain the threshold fraction of the variance in the
% dataset.
%
% Outputs:
% train_pca - Transformed training dataset.
% test_pca - Transformed testing dataset.
% dataset_cumsum - Cumulative sum of variance explained by each principal
% component.
% percent_explained - Percentage of variance explained by each principal
% component.
% Compute mean and standard deviation of training data
train_mean = mean(train);
train_std = std(train);
% Standardize the training and testing data
train_stdz = (train - train_mean) ./ train_std;
test_stdz = (test - train_mean) ./ train_std;
% Compute covariance matrix of the standardized training data
cov_matrix = cov(train_stdz);
% Compute eigenvectors and eigenvalues of the covariance matrix
[eig_vectors, eig_values] = eig(cov_matrix);
% Sort the eigenvectors in descending order of eigenvalues
[eig_values, idx] = sort(diag(eig_values), 'descend');
eig_vectors = eig_vectors(:, idx);
% Compute cumulative sum of variance explained by each principal component
variance_explained = eig_values / sum(eig_values);
dataset_cumsum = cumsum(variance_explained);
% Compute number of principal components required to explain the threshold
% fraction of the variance in the dataset
num_components = find(dataset_cumsum >= threshold, 1, 'first');
% Compute percentage of variance explained by each principal component
percent_explained = variance_explained * 100;
% Transform the standardized training and testing data using the
% eigenvectors
train_pca = train_stdz * eig_vectors(:, 1:num_components);
test_pca = test_stdz * eig_vectors(:, 1:num_components);
pca = PCA(n_components=0.9) # 保持90%的信息 new_train_pca = pca.fit_transform(train_data_scaler.iloc[:,0:-1]) new_test_pca = pca.fit_transform(test_data_scaler) pca = PCA(n_components=16) new_train_pca_16 = pca.fit_transform(train_data_scaler.iloc[:,0:-1]) new_train_pca_16 = pd.DataFrame(new_train_pca_16) new_test_pca_16 = pca.fit_transform(test_data_scaler) new_test_pca_16 = pd.DataFrame(new_test_pca_16) new_train_pca_16['target']=train_data_scaler['target']
这段代码是一个使用PCA进行数据降维的过程。首先,通过PCA(n_components=0.9)来定义一个PCA对象,将其n_components参数设置为0.9,表示要将数据降到原来的90%信息量。然后,分别对训练集和测试集进行PCA降维,降维后的结果分别保存在new_train_pca和new_test_pca中。接着,再次定义一个PCA对象,将其n_components参数设置为16,表示要将数据降到原来的16个特征。然后,分别对训练集和测试集进行PCA降维,降维后的结果分别保存在new_train_pca_16和new_test_pca_16中,并将训练集的目标变量(假设为'target')添加到new_train_pca_16中。最终,new_train_pca_16和new_test_pca_16可以作为降维后的新数据集用于模型训练和测试。
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