《python高维数据分析》课件_第3章.pptx

Chapter3

PrincipalComponentAnalysi3.1IntroductoryExample3.2Theory3.3HistoryofPCA3.4PracticalAspect3.5SklearnPCA3.6PrincipalComponentRegression3.7SubspaceMethodsforDynamicModelEstimationinPATApplications

3.1IntroductoryExample

Table3.1ChemicalParametersDeterminedontheWineSamples(datafromhttp://www.modelsl.ife.ku.dk/Wine_GCMS_FTIR)

Hence,adatasetisobtainedwhichconsistsof44samplesand14variables.Theactualmeasurementscanbearrangedinatableoramatrixofsize44×14.AportionofthistableisshowninFig.3.1.

Fig.3.1Asubsetofthewinedataset

With44samplesand14columns,itisquitecomplicatedtogetanoverviewofwhatkindofinformationisavailableinthedata.Agoodstartingpointistoplotindividualvariablesorsamples.ThreeofthevariablesareshowninFig.3.2.ItcanbeseenthattotalacidaswellasmethanoltendstobehigherinsamplesfromAustraliaandSouthAfricawhereastherearelesspronouncedregionaldifferencesintheethanolcontent.

Fig.3.2Threevariablescolouredaccordingtotheregion

EventhoughFig.3.2maysuggestthatthereislittlerelevantregionalinformationinethanol,itisdangeroustorelytoomuchonunivariateanalysis.Inunivariateanalysis,anyco-variationwithothervariablesisexplicitlyneglectedandthismayleadtoimportantfeaturesbeingignored.Forexample,plottingethanolversusglycerol(Fig.3.3)showsaninterestingcorrelationbetweenthetwo.Thisisdifficulttodeducefromplotsoftheindividualvariables.Ifglycerolandethanolwerecompletelycorrelated,itwould,infact,bepossibletosimplyusee.g.theaverageorthesumofthetwoasonenewvariablethatcouldreplacethetwooriginalones.Noinformationwouldbelostasitwouldalwaysbepossibletogofrome.g.theaveragetothetwooriginalvariables.

Fig.3.3Aplotofethanolversusglycero

Thisconceptofusingsuitablelinearcombinationsoftheoriginalvariableswi