Principal components analysis using pandas dataframe
PythonPandasPcaScientific ComputingPrincipal ComponentsPython Problem Overview
How can I calculate Principal Components Analysis from data in a pandas dataframe?
Python Solutions
Solution 1 - Python
Most sklearn objects work with pandas
dataframes just fine, would something like this work for you?
import pandas as pd
import numpy as np
from sklearn.decomposition import PCA
df = pd.DataFrame(data=np.random.normal(0, 1, (20, 10)))
pca = PCA(n_components=5)
pca.fit(df)
You can access the components themselves with
pca.components_
Solution 2 - Python
import pandas
from sklearn.decomposition import PCA
import numpy
import matplotlib.pyplot as plot
df = pandas.DataFrame(data=numpy.random.normal(0, 1, (20, 10)))
# You must normalize the data before applying the fit method
df_normalized=(df - df.mean()) / df.std()
pca = PCA(n_components=df.shape[1])
pca.fit(df_normalized)
# Reformat and view results
loadings = pandas.DataFrame(pca.components_.T,
columns=['PC%s' % _ for _ in range(len(df_normalized.columns))],
index=df.columns)
print(loadings)
plot.plot(pca.explained_variance_ratio_)
plot.ylabel('Explained Variance')
plot.xlabel('Components')
plot.show()