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@ -140,3 +140,65 @@ plt.show()
```
![image1](image1.png)
## Use PCA to transform the un-rotated data ([inverse_transform(X)](https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html#sklearn.decomposition.PCA.inverse_transform))
```python
inverse_transform(X)
```
> Transform data back to its original space.
>
> In other words, return an input X_original whose transform would be X.
> **X** : array-like of shape (n_samples, n_components)
>
> New data, where n_samples is the number of samples and n_components is the number of components.
```python
import numpy as np
import matplotlib.pyplot as plt
from sklearn.decomposition import PCA
rng = np.random.default_rng(1)
a_x = rng.normal(0.0, 1.0, size=(5000))[:, np.newaxis]
a_y = rng.normal(0.0, 1.0, size=(5000))[:, np.newaxis] ** 3
data_a = np.concatenate((a_x, a_y), axis=1)
b_x = rng.normal(0.0, 1.0, size=(5000))[:, np.newaxis] ** 3
b_y = rng.normal(0.0, 1.0, size=(5000))[:, np.newaxis]
data_b = np.concatenate((b_x, b_y), axis=1)
data = np.concatenate((data_a, data_b), axis=0)
angle = -0.3
roation_matrix = np.array(
[[np.cos(angle), -np.sin(angle)], [np.sin(angle), np.cos(angle)]]
)
data_r = data @ roation_matrix
pca = PCA(n_components=2)
# Train
pca.fit(data_r)
print(pca.explained_variance_ratio_) # -> [0.52996112 0.47003888]
print(pca.singular_values_) # -> [287.55360494 270.80938189]
# Use
transformed_data = pca.inverse_transform(data)
plt.plot(data[:, 0], data[:, 1], "b.")
plt.plot(data_r[:, 0], data_r[:, 1], "r.")
plt.plot(transformed_data[:, 0], transformed_data[:, 1], "k.")
plt.show()
```
![image2](image2.png)