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https://issues.apache.org/jira/browse/SPARK-16105?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sean Owen updated SPARK-16105:
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Flags: (was: Important)
Priority: Minor (was: Major)
The transformation is to a lower-dimensional space, so it's not possible in
general to reverse it. You can, but you still end up with a 15-dimensional
subspace of 96-dimensional space in your example. The matrix is all the
information available to make this transformation and it's available already.
> PCA Reverse Transformer
> -----------------------
>
> Key: SPARK-16105
> URL: https://issues.apache.org/jira/browse/SPARK-16105
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Affects Versions: 1.6.1
> Reporter: Stefan Panayotov
> Priority: Minor
>
> The PCA class has a fit method that returns a PCAModel. One of the members of
> the PCAModel is a pc (Principal Components Matrix). This matrix is available
> for inspection, but there is no method to use this matrix for reverse
> transformation back to the original dimension. For example, if I use the PCA
> to reduce dimensionality of my space from 96 to 15, I get a 96x15 pc Matrix.
> I can do some modeling in my reduced space and then I need to reverse back
> to the original 96 dimensional space. Basically, I need to multiply my 15
> dimensional vectors by the 96x15 pc Matrix to get back 96 dimensional
> vectors. Such method is missing from the PCA model.
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