I'm trying to learn how to reduce dimensionality in datasets. I came across some tutorials on Principle Component Analysis
and Singular Value Decomposition
. I understand that it takes the dimension of greatest variance and sequentially collapses dimensions of the next highest variance (overly simplified).
I'm confused on how to interpret the output matrices. I looked at the documentation but it wasn't much help. I followed some tutorials and was not too sure what the resulting matrices were exactly. I provided some code to get a feel for the distribution of each variable in the dataset (sklearn.datasets
) .
My initial input array is a (n x m)
matrix of n samples
and m attributes
. I could do a common PCA plot of PC1 vs. PC2 but how do I know which dimensions each PC represents?
Sorry if this is a basic question. A lot of the resources are very math heavy which I'm fine with but a more intuitive answer would be useful. No where I've seen talks about how to interpret the output in terms of the original labeled data.
I'm open to using sklearn
's decomposition.PCA
#Singular Value Decomposition
U, s, V = np.linalg.svd(X, full_matrices=True)
print(U.shape, s.shape, V.shape, sep="n")
(442, 442)
(10,)
(10, 10)
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