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数据科学中的实用统计学(第2版)
book

数据科学中的实用统计学(第2版)

by Peter Bruce, Andrew Bruce, Peter Gedeck
October 2021
Intermediate to advanced
289 pages
8h 31m
Chinese
Posts & Telecom Press
Content preview from 数据科学中的实用统计学(第2版)
无监督学习
239
应该使用多少个主成分
如果你的目标是降低数据维度,就必须确定使用多少个主成分。最常用的方
法是使用一种特定规则来选择能解释“最多”方差的主成分。可以通过碎石
图这种可视化方式来完成这个任务,就像图
7-2
样。或者,也可以选择前
几个主成分,使得它们累计解释的方差超过一个阈值,比如
80%
。此外
,你
还可以检查一下载荷,确定是否可以对主成分进行直观的解释。交叉验证提
供了一种更加正式的方法来选择显著主成分的数量(参见
4.2.3
)。
7.1.4
 对应分析
PCA
不能用于分类型数据,不过,有一种与
PCA
略有关系的方法,称为
对应分析
correspondence
analysis
),这种方法的目标是识别出类别之间或类别特征之间的关联。对
应分析与主成分分析的相同之处主要在于底层,即用于维度缩放的矩阵代数。对应分析主
要用于低维分类数据的图形化分析,它与
PCA
的用法不同
PCA
主要用于数据降维,是
处理大数据的一种预备步骤。
对应分析的输入可以看作一个表格,其中行表示一个变量,列表示另一个变量,单元格中
是记录的数量。它的输出(经过一些矩阵代数运算)是一个
双标图
biplot
,这是一种坐
标轴上带有刻度的散点图(还有这个维度所解释的方差的百分比)。坐标轴上的单位与初
始数据之间没有直接的联系。这种散点图的价值主要在于以图形化的方式说明变量之间是
如何关联的(通过图中的相邻关系)。来看一个例子,图
7-4
中给出了一些家务事的排列规
则。在纵轴上,按家务事是需要联合完成还是可以独立完成来排列;在横轴上,则按是由 ...
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Publisher Resources

ISBN: 9787115569028