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Extract principal components
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$begingroup$
First, I am aware that this can be done in sklearn - I'm intentionally trying to do it myself.
I am trying to extract the eigenvectors from np.linalg.eig to form principal components. I am able to do it but I think there's a more elegant way. The part that is making it tricky is that, according to the documentation, the eigenvalues resulting from np.linalg.eig are not necessarily ordered.
To find the first principal component (and second and so on) I am sorting the eigenvalues, then finding their original indexes, then using that to extract the right eigenvectors. I am intentionally reinventing the wheel a bit up to the point where I find the eigenvalues and eigenvectors, but not afterward. If there's any easier way to get from e_vals, e_vecs = np.linalg.eig(cov_mat) to the principal components I'm interested.
import numpy as np
np.random.seed(0)
x = 10 * np.random.rand(100)
y = 0.75 * x + 2 * np.random.randn(100)
centered_x = x - np.mean(x)
centered_y = y - np.mean(y)
X = np.array(list(zip(centered_x, centered_y))).T
def covariance_matrix(X):
# I am aware of np.cov - intentionally reinventing
n = X.shape[1]
return (X @ X.T) / (n-1)
cov_mat = covariance_matrix(X)
e_vals, e_vecs = np.linalg.eig(cov_mat)
# The part below seems inelegant - looking for improvement
sorted_vals = sorted(e_vals, reverse=True)
index = [sorted_vals.index(v) for v in e_vals]
i = np.argsort(index)
sorted_vecs = e_vecs[:,i]
pc1 = sorted_vecs[:, 0]
pc2 = sorted_vecs[:, 1]
python reinventing-the-wheel numpy
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
$endgroup$
add a comment |
$begingroup$
First, I am aware that this can be done in sklearn - I'm intentionally trying to do it myself.
I am trying to extract the eigenvectors from np.linalg.eig to form principal components. I am able to do it but I think there's a more elegant way. The part that is making it tricky is that, according to the documentation, the eigenvalues resulting from np.linalg.eig are not necessarily ordered.
To find the first principal component (and second and so on) I am sorting the eigenvalues, then finding their original indexes, then using that to extract the right eigenvectors. I am intentionally reinventing the wheel a bit up to the point where I find the eigenvalues and eigenvectors, but not afterward. If there's any easier way to get from e_vals, e_vecs = np.linalg.eig(cov_mat) to the principal components I'm interested.
import numpy as np
np.random.seed(0)
x = 10 * np.random.rand(100)
y = 0.75 * x + 2 * np.random.randn(100)
centered_x = x - np.mean(x)
centered_y = y - np.mean(y)
X = np.array(list(zip(centered_x, centered_y))).T
def covariance_matrix(X):
# I am aware of np.cov - intentionally reinventing
n = X.shape[1]
return (X @ X.T) / (n-1)
cov_mat = covariance_matrix(X)
e_vals, e_vecs = np.linalg.eig(cov_mat)
# The part below seems inelegant - looking for improvement
sorted_vals = sorted(e_vals, reverse=True)
index = [sorted_vals.index(v) for v in e_vals]
i = np.argsort(index)
sorted_vecs = e_vecs[:,i]
pc1 = sorted_vecs[:, 0]
pc2 = sorted_vecs[:, 1]
python reinventing-the-wheel numpy
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
$endgroup$
add a comment |
$begingroup$
First, I am aware that this can be done in sklearn - I'm intentionally trying to do it myself.
I am trying to extract the eigenvectors from np.linalg.eig to form principal components. I am able to do it but I think there's a more elegant way. The part that is making it tricky is that, according to the documentation, the eigenvalues resulting from np.linalg.eig are not necessarily ordered.
To find the first principal component (and second and so on) I am sorting the eigenvalues, then finding their original indexes, then using that to extract the right eigenvectors. I am intentionally reinventing the wheel a bit up to the point where I find the eigenvalues and eigenvectors, but not afterward. If there's any easier way to get from e_vals, e_vecs = np.linalg.eig(cov_mat) to the principal components I'm interested.
import numpy as np
np.random.seed(0)
x = 10 * np.random.rand(100)
y = 0.75 * x + 2 * np.random.randn(100)
centered_x = x - np.mean(x)
centered_y = y - np.mean(y)
X = np.array(list(zip(centered_x, centered_y))).T
def covariance_matrix(X):
# I am aware of np.cov - intentionally reinventing
n = X.shape[1]
return (X @ X.T) / (n-1)
cov_mat = covariance_matrix(X)
e_vals, e_vecs = np.linalg.eig(cov_mat)
# The part below seems inelegant - looking for improvement
sorted_vals = sorted(e_vals, reverse=True)
index = [sorted_vals.index(v) for v in e_vals]
i = np.argsort(index)
sorted_vecs = e_vecs[:,i]
pc1 = sorted_vecs[:, 0]
pc2 = sorted_vecs[:, 1]
python reinventing-the-wheel numpy
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
$endgroup$
First, I am aware that this can be done in sklearn - I'm intentionally trying to do it myself.
I am trying to extract the eigenvectors from np.linalg.eig to form principal components. I am able to do it but I think there's a more elegant way. The part that is making it tricky is that, according to the documentation, the eigenvalues resulting from np.linalg.eig are not necessarily ordered.
To find the first principal component (and second and so on) I am sorting the eigenvalues, then finding their original indexes, then using that to extract the right eigenvectors. I am intentionally reinventing the wheel a bit up to the point where I find the eigenvalues and eigenvectors, but not afterward. If there's any easier way to get from e_vals, e_vecs = np.linalg.eig(cov_mat) to the principal components I'm interested.
import numpy as np
np.random.seed(0)
x = 10 * np.random.rand(100)
y = 0.75 * x + 2 * np.random.randn(100)
centered_x = x - np.mean(x)
centered_y = y - np.mean(y)
X = np.array(list(zip(centered_x, centered_y))).T
def covariance_matrix(X):
# I am aware of np.cov - intentionally reinventing
n = X.shape[1]
return (X @ X.T) / (n-1)
cov_mat = covariance_matrix(X)
e_vals, e_vecs = np.linalg.eig(cov_mat)
# The part below seems inelegant - looking for improvement
sorted_vals = sorted(e_vals, reverse=True)
index = [sorted_vals.index(v) for v in e_vals]
i = np.argsort(index)
sorted_vecs = e_vecs[:,i]
pc1 = sorted_vecs[:, 0]
pc2 = sorted_vecs[:, 1]
python reinventing-the-wheel numpy
python reinventing-the-wheel numpy
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
edited Mar 17 at 4:56
Jamal♦
30.4k11121227
30.4k11121227
asked Mar 16 at 5:21
jss367jss367
2271310
asked Mar 16 at 5:21
jss367jss367
2271310
asked Mar 16 at 5:21
jss367jss367
2271310
2271310
add a comment |
add a comment |
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