analysis-essentials | Tutorials on computing essentials for HEP | Learning library
kandi X-RAY | analysis-essentials Summary
kandi X-RAY | analysis-essentials Summary
This is the source material for the analysis essentials website, a series of lessons for helping high-energy physics analysts become more comfortable working with the shell, version control, and programming. The lessons introduce the basics of the bash shell, the git version control system, and the Python programming language. They are developed for and taught during the Starterkit, and aim to teach students enough to be able to follow the experiment-specific lessons that are taught afterwards. Contributions to the lessons are highly encouraged. Please see the contributing guide for details on how to participate.
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QUESTION
I am trying to calculate PCA loadings of a dataset. The more I read about it, the more I get confused because "loadings" is used differently at many places.
I am using sklearn.decomposition in python for PCA analysis as well as R (using factomineR and factoextra libraries) as it provides easy visualization techniques. The following is my understanding:
- pca.components_ give us the eigen vectors. They give us the directions of maximum variation.
- pca.explained_variance_ give us the eigen values associated with the eigen vectors.
- eigenvectors * sqrt(eigen values) = loadings which tell us how principal components (pc's) load the variables.
Now, what I am confused by is:
Many forums say that eigen vectors are the loadings. Then, when we multiply the eigen vectors by the sqrt(eigen values) we just get the strength of association. Others say eigenvectors * sqrt(eigen values) = loadings.
Eigen vectors squared tells us the contribution of variable to pc? I believe this is equivalent to var$contrib in R.
loading squared (eigen vector or eigenvector*sqrt(eigenvalue) I don't know which one) shows how well a pc captures a variable (closer to 1 = variable better explained by a pc). Is this equivalent of var$cos2 in R? If not what is cos2 in R?
Basically I want to know how to understand how well a principal component captures a variable and what is the contribution of a variable to a pc. I think they both are different.
What is pca.singular_values_? It is not clear from the documentation.
These first and second links that I referred which contains R code with explanation and the statsexchange forum that confused me.
...ANSWER
Answered 2021-May-09 at 11:37Okay, after much research and going through many papers I have the following,
- pca.components_ = eigen vectors. Take a transpose so that pc's are columns and variables are rows.
1.a: eigenvector**2 = variable contribution in principal components. If it's close to 1 then a particular pc is well explained by that variable.
In python -> (pow(pca.components_.T),2) [Multiply with 100 if you want percentages and not proportions] [R equivalent -> var$contrib]
pca.variance_explained_ = eigen values
pca.singular_values_ = singular values obtained from SVD. (singular values)**2/(n-1) = eigen values
eigen vectors * sqrt(eigen values) = loadings matrix
4.a: vertical sum of squared loading matrix = eigen values. (Given you have taken transpose as explained in step 1)
4.b: horizontal sum of squared loading matrix = observation's variance explained by all principal components -How much all pc's retain a variables variance after transformation. (Given you have taken transpose as explained in step 1)
In python-> loading matrix = pca.components_.T * sqrt(pca.explained_variance_).
For questions pertaining to r:
var$cos2 = var$cor (Both matrices are same). Given the coordinates of the variables on a factor map, how well it is represented by a particular principal component. Seems like variable and principal component's correlation.
var$contrib = Summarized by point 1. In r:(var.cos2 * 100) / (total cos2 of the component) PCA analysis in R link
Hope it helps others who are confused by PCA analysis.
Huge thanks to -- https://stats.stackexchange.com/questions/143905/loadings-vs-eigenvectors-in-pca-when-to-use-one-or-another
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