Saturday, January 16, 2010

PCA: Dimensional Reduction in Eigen

PCA (Principal Component Analisys) is a classical machine learning method to reduce the dimensionality of a problem. PCA involves the calculation of the eigenvalue decomposition of a data covariance matrix or singular value decomposition of a data matrix, usually after mean centering the data for each attribute. Playing with Eigen library, I started to implement PCA in C++.
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9 comments:

  1. zlogJanuary 21, 2010 at 3:35 AM

    http://www.di.unipi.it/~gulli/coding/pca_eigen.zip is correct path to the archive, didn't it?

    ReplyDelete
  2. codingplaygroundJanuary 22, 2010 at 12:02 AM

    yes, and the archive should be complete now.

    ReplyDelete
  3. AnonymousJanuary 3, 2011 at 9:08 PM

    Hi, I was searching around on PCA snippet/library in C++ for weeks, and I found it here it seems like the codes I needed, do you have any documentation or any quick guides on how to use it? I'm new.. Thanks a lot and appreciate your helps.. >.<

    ReplyDelete
  4. trulymeMay 14, 2011 at 8:48 AM

    yes..im also need PCA code..for this year i decide to use PCA as my technique to predict the aging face...but i am not understand if in c++..could this source code of PCA in java???anyone can help me...

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  5. ITandMeeJuly 20, 2012 at 8:53 AM

    Dear Antonio,
    I really appreciate your code on PCA. It is really helpful.
    There is one section of the code I don't understand. This is the "// sort and get the permutation indices" section. Is this where you try to get the largest eigen value? And how do I pair up each eigen value with its corresponding eigen vector?

    The out put for this section looks like this:
    eigen=1.62753 pi=3
    eigen=3.94939 pi=1
    eigen=8.96768 pi=2
    eigen=18.5922 pi=0

    Thanks a lot.

    ReplyDelete
  6. UnknownMarch 26, 2013 at 7:55 AM

    Hi thanks a lot. It's very helpful! you know how to convert these MatrixXd VectorXd to Python without using Boost or swig?

    Thanks!!

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  7. AndreasOctober 8, 2013 at 2:27 AM

    Thanks for the code. I prefer a much simpler solution to implement this as posted here:
    http://forum.kde.org/viewtopic.php?f=74&t=110265

    Works very well and is much shorter.

    ReplyDelete
  8. shusenlFebruary 22, 2014 at 12:57 AM

    Hi, I think your implementation is wrong, instead of calculating mean of point coordinate, mean of each dimension should be calculated. The mean vector should have a length same as the number of dimension

    ReplyDelete
  9. UnknownMay 25, 2014 at 5:11 AM

    Nice work. but could you direct us to the other libraries used in the code?

    ReplyDelete

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