chapter_5.py 文件源码

def rbf_kernel_pca(X, gamma, n_components):
    sq_dists = pdist(X, 'sqeuclidean')
    mat_sq_dists = squareform(sq_dists)
    K = exp(-gamma * mat_sq_dists)

    N = K.shape[0]
    one_n = np.ones((N, N)) / N
    K = K - one_n.dot(K) - K.dot(one_n) + one_n.dot(K).dot(one_n)

    eigenvalues, eigenvectors = eigh(K)

    alphas = np.column_stack((
        eigenvectors[:, -i] for i in range(1, n_components+1)
    ))
    lambdas = [eigenvalues[-i] for i in range(1, n_components+1)]

    return alphas, lambdas