Dear Andy & the rest,
by "StandardScaler" => are you talking about the "Scaler" class of the
"preprocessing" module?
In my case, I used the "preprocessing.scale" routine:
"
X = preprocessing.scale(dataDescrs_array)
"
This should call the same routine, at least that's the way I understood
the documentation.
When now performing the PCA, the explained variance of first two
components of the PCA are 0.197 and 0.057
=> My interpretation of this result: for my binary classification problem
("active" and "inactive") of my samples set, the features make no clear
distinction between the two classes.
I guess now the real work starts... :=)
Cheers & Thanks,
Paul
> This is a general problem if the features are not in the same units.
> As you saw, PCA assumes that features all have equal importance.
> If you want all to have the same weight, you have to rescale (using
> StandardScaler for example).
> The problem is: it is not clear whether this is the right thing to do.
>
> Maybe the one component just was much more important and the rest
> was just noise.
> So you have to use your own knowledge of the data - you just have to
> be aware which
> algorithms make which assumptions.
>
>
> On 01/10/2013 06:00 PM, [email protected] wrote:
> Sorry for the confusion, guys.
>
> But I did not scale my features - they contain a wild mixture of values:
> - floats ranging from 0 to 1200
> - floats ranging from 0 to 60
> - integers between 0 and 25
>
> and so on...
>
>
> My fault!
>
> BTW, I tried to re-run the IRIS example (http://scikit-learn.org/
> stable/auto_examples/decomposition/plot_pca_vs_lda.html) on my data
> without any preprocessing..
>
>
> Cheers & Thanks,
> Paul
>
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