vt.T should be equal to the output of sklearn_pca(X.T).
There is a big difference in centered across samples or across features.
Sklearn PCA centers across samples and that is the standard afaik.
Hope that helps,
Michael
On Thu, Jul 31, 2014 at 2:41 PM, Deepak Pandian <[email protected]>
wrote:
> Hello Everyone,
>
> I assumed that doing a PCA on X is equivalent to performing a SVD on
> a mean-centered X.
>
> For sklearn.pca the input matrix is of the shape, (n_samples,n_features).
>
> When I perform a SVD on a matrix X shaped (n_features,n_samples)
> ,some of the eigen vectors arent matching with the pca.components_
>
>
> def sklearn_pca(X):
> pca =PCA(n_components=4)
> pca.fit(X)
> return pca.components_
>
>
> def svd_pca(X):
> #every sample is a row
> X= X- np.mean(X,axis=0)
> u,s,v = np.linalg.svd(X,full_matrices=False)
> return u,s,v
>
> def svd_t(X):
> #x.shape = n_features,n_samples
> #every sample is a column
> mean= np.mean(X,axis=1)
> mean = mean[:,np.newaxis]
> X = X -mean
> u,s,v = np.linalg.svd(X,full_matrices=False)
> return u,s,v
>
> def test_svd_pca():
> rng = np.random.RandomState(1)
> X = rng.randn(4,10)
> XT = np.copy(X)
> PX= np.copy(X)
> pca_comp = sklearn_pca(PX)
> u,s,v = svd_pca(X)
> ut,st,vt = svd_t(X.T)
>
>
> I expected pca.components_ to be equivalent to v and vt.T. While its
> same as v , I get mismatches with vt.T
>
> Is it right to expect vt.T to be same as pca.components_? If not
> please help me clear my misunderstanding.
>
> --
> With Regards,
> Deepak
>
>
> ------------------------------------------------------------------------------
> Infragistics Professional
> Build stunning WinForms apps today!
> Reboot your WinForms applications with our WinForms controls.
> Build a bridge from your legacy apps to the future.
>
> http://pubads.g.doubleclick.net/gampad/clk?id=153845071&iu=/4140/ostg.clktrk
> _______________________________________________
> Scikit-learn-general mailing list
> [email protected]
> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
------------------------------------------------------------------------------
Infragistics Professional
Build stunning WinForms apps today!
Reboot your WinForms applications with our WinForms controls.
Build a bridge from your legacy apps to the future.
http://pubads.g.doubleclick.net/gampad/clk?id=153845071&iu=/4140/ostg.clktrk
_______________________________________________
Scikit-learn-general mailing list
[email protected]
https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
