Principal

Principal Components Analysis (PCA) example

Example of using TPrincipal as a stand alone class.

We create n-dimensional data points, where c = trunc(n / 5) + 1 are correlated with the rest n - c randomly distributed variables.

Author: Rene Brun, Christian Holm Christensen
This notebook tutorial was automatically generated with ROOTBOOK-izer (Beta) from the macro found in the ROOT repository on Thursday, January 19, 2017 at 04:34 PM.



In [1]:

    
%%cpp -d
#include "TPrincipal.h"

Arguments are defined.



In [2]:

    
Int_t n=10;
Int_t m=10000;



In [3]:

    
Int_t c = n / 5 + 1;

cout << "*************************************************" << endl;
cout << "*         Principal Component Analysis          *" << endl;
cout << "*                                               *" << endl;
cout << "*  Number of variables:           " << setw(4) << n
    << "          *" << endl;
cout << "*  Number of data points:         " << setw(8) << m
    << "      *" << endl;
cout << "*  Number of dependent variables: " << setw(4) << c
    << "          *" << endl;
cout << "*                                               *" << endl;
cout << "*************************************************" << endl;









    



*************************************************
*         Principal Component Analysis          *
*                                               *
*  Number of variables:             10          *
*  Number of data points:            10000      *
*  Number of dependent variables:    3          *
*                                               *
*************************************************

Initilase the tprincipal object. use the empty string for the final argument, if you don't wan't the covariance matrix. Normalising the covariance matrix is a good idea if your variables have different orders of magnitude.



In [4]:

    
TPrincipal* principal = new TPrincipal(n,"ND");

Use a pseudo-random number generator



In [5]:

    
TRandom* randumNum = new TRandom;

Make the m data-points Make a variable to hold our data Allocate memory for the data point



In [6]:

    
Double_t* data = new Double_t[n];
for (Int_t i = 0; i < m; i++) {

   // First we create the un-correlated, random variables, according
   // to one of three distributions
   for (Int_t j = 0; j < n - c; j++) {
      if (j % 3 == 0)      data[j] = randumNum->Gaus(5,1);
      else if (j % 3 == 1) data[j] = randumNum->Poisson(8);
      else                 data[j] = randumNum->Exp(2);
   }

   // Then we create the correlated variables
   for (Int_t j = 0 ; j < c; j++) {
      data[n - c + j] = 0;
      for (Int_t k = 0; k < n - c - j; k++) data[n - c + j] += data[k];
   }

   // Finally we're ready to add this datapoint to the PCA
   principal->AddRow(data);
}

We delete the data after use, since tprincipal got it by now.



In [7]:

    
delete [] data;

Do the actual analysis



In [8]:

    
principal->MakePrincipals();

Print out the result on



In [9]:

    
principal->Print();









    



 Variable #  | Mean Value |   Sigma    | Eigenvalue
-------------+------------+------------+------------
           0 |      5.008 |      1.005 |     0.3851 
           1 |      7.998 |      2.861 |     0.1107 
           2 |      1.967 |      1.956 |     0.1036 
           3 |      5.016 |      1.005 |     0.1015 
           4 |      8.009 |      2.839 |     0.1008 
           5 |      2.013 |      1.973 |    0.09962 
           6 |      4.992 |      1.014 |    0.09864 
           7 |         35 |      5.156 |  5.979e-16 
           8 |      30.01 |      5.049 |  2.525e-16 
           9 |         28 |      4.649 |  5.658e-16

Test the pca



In [10]:

    
principal->Test();









    



Info in <TCanvas::MakeDefCanvas>:  created default TCanvas with name c1

Make some histograms of the orginal, principal, residue, etc data



In [11]:

    
principal->MakeHistograms();

Make two functions to map between feature and pattern space



In [12]:

    
principal->MakeCode();









    



Writing on file "pca.C" ... done

Start a browser, so that we may browse the histograms generated above



In [13]:

    
TBrowser* b = new TBrowser("principalBrowser", principal);

Draw all canvases



In [14]:

    
gROOT->GetListOfCanvases()->Draw()