Kernel PCA分析数据

    Parameters
    ----------
    n_components : int, default=None
        Number of components. If None, all non-zero components are kept.降维到的维度

    kernel : "linear" | "poly" | "rbf" | "sigmoid" | "cosine" | "precomputed"
        Kernel. Default="linear".降维的核的类型

    gamma : float, default=1/n_features
        Kernel coefficient for rbf, poly and sigmoid kernels. Ignored by other
        kernels.非线性的系数

    degree : int, default=3
        Degree for poly kernels. Ignored by other kernels.

    coef0 : float, default=1
        Independent term in poly and sigmoid kernels.
        Ignored by other kernels.

    kernel_params : mapping of string to any, default=None
        Parameters (keyword arguments) and values for kernel passed as
        callable object. Ignored by other kernels.

    alpha : int, default=1.0
        Hyperparameter of the ridge regression that learns the
        inverse transform (when fit_inverse_transform=True).

    fit_inverse_transform : bool, default=False
        Learn the inverse transform for non-precomputed kernels.
        (i.e. learn to find the pre-image of a point)

    eigen_solver : string ['auto'|'dense'|'arpack'], default='auto'
        Select eigensolver to use. If n_components is much less than
        the number of training samples, arpack may be more efficient
        than the dense eigensolver.

    tol : float, default=0
        Convergence tolerance for arpack.
        If 0, optimal value will be chosen by arpack.

    max_iter : int, default=None
        Maximum number of iterations for arpack.
        If None, optimal value will be chosen by arpack.

    remove_zero_eig : boolean, default=False
        If True, then all components with zero eigenvalues are removed, so
        that the number of components in the output may be < n_components
        (and sometimes even zero due to numerical instability).
        When n_components is None, this parameter is ignored and components
        with zero eigenvalues are removed regardless.

    random_state : int, RandomState instance or None, optional (default=None)
        If int, random_state is the seed used by the random number generator;
        If RandomState instance, random_state is the random number generator;
        If None, the random number generator is the RandomState instance used
        by `np.random`. Used when ``eigen_solver`` == 'arpack'.

        .. versionadded:: 0.18

    copy_X : boolean, default=True
        If True, input X is copied and stored by the model in the `X_fit_`
        attribute. If no further changes will be done to X, setting
        `copy_X=False` saves memory by storing a reference.

        .. versionadded:: 0.18

    n_jobs : int, default=1
        The number of parallel jobs to run.
        If `-1`, then the number of jobs is set to the number of CPU cores.

        .. versionadded:: 0.18
    Attributes
    ----------
    lambdas_ : array, (n_components,)
        Eigenvalues of the centered kernel matrix in decreasing order.
        If `n_components` and `remove_zero_eig` are not set,
        then all values are stored.就是数据集XXT这个矩阵的特征值

    alphas_ : array, (n_samples, n_components)
        Eigenvectors of the centered kernel matrix. If `n_components` and
        `remove_zero_eig` are not set, then all components are stored.特征向量

    dual_coef_ : array, (n_samples, n_features)
        Inverse transform matrix. Set if `fit_inverse_transform` is True.

    X_transformed_fit_ : array, (n_samples, n_components)
        Projection of the fitted data on the kernel principal components.

    X_fit_ : (n_samples, n_features)
        The data used to fit the model. If `copy_X=False`, then `X_fit_` is
        a reference. This attribute is used for the calls to transform.

KPCA也可以计算各个特征方向上的方差,也就是所含有的信息多少。

1,先计算出经过非线性变换后的坐标

2,各个坐标方向,计算方差

3,求比例

kpca_transform = kpca.fit_transform(feature_vec)
explained_variance = numpy.var(kpca_transform, axis=0)
explained_variance_ratio = explained_variance / numpy.sum(explained_variance)
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转载自blog.csdn.net/tortelee/article/details/80040026