PCA代码实现

python手动实现
import numpy as np
def pca(X,k):#k is the components you want
#mean of each feature
n_samples, n_features = X.shape
mean=np.array([np.mean(X[:,i]) for i in range(n_features)])
#normalization
norm_X=X-mean
#scatter matrix
scatter_matrix=np.dot(np.transpose(norm_X),norm_X)
#Calculate the eigenvectors and eigenvalues
eig_val, eig_vec = np.linalg.eig(scatter_matrix)
eig_pairs = [(n

PCA代码实现最先出现在Python成神之路。