Plot PCA loadings and loading in biplot in sklearn (like R's autoplot)
You could do something like the following by creating a biplot
function.
Nice article here: https://towardsdatascience.com/pca-clearly-explained-how-when-why-to-use-it-and-feature-importance-a-guide-in-python-7c274582c37e?source=friends_link&sk=65bf5440e444c24aff192fedf9f8b64f
In this example I am using the iris data:
import numpy as np
import matplotlib.pyplot as plt
from sklearn import datasets
from sklearn.decomposition import PCA
import pandas as pd
from sklearn.preprocessing import StandardScaler
iris = datasets.load_iris()
X = iris.data
y = iris.target
# In general, it's a good idea to scale the data prior to PCA.
scaler = StandardScaler()
scaler.fit(X)
X=scaler.transform(X)
pca = PCA()
x_new = pca.fit_transform(X)
def myplot(score,coeff,labels=None):
xs = score[:,0]
ys = score[:,1]
n = coeff.shape[0]
scalex = 1.0/(xs.max() - xs.min())
scaley = 1.0/(ys.max() - ys.min())
plt.scatter(xs * scalex,ys * scaley, c = y)
for i in range(n):
plt.arrow(0, 0, coeff[i,0], coeff[i,1],color = 'r',alpha = 0.5)
if labels is None:
plt.text(coeff[i,0]* 1.15, coeff[i,1] * 1.15, "Var"+str(i+1), color = 'g', ha = 'center', va = 'center')
else:
plt.text(coeff[i,0]* 1.15, coeff[i,1] * 1.15, labels[i], color = 'g', ha = 'center', va = 'center')
plt.xlim(-1,1)
plt.ylim(-1,1)
plt.xlabel("PC{}".format(1))
plt.ylabel("PC{}".format(2))
plt.grid()
#Call the function. Use only the 2 PCs.
myplot(x_new[:,0:2],np.transpose(pca.components_[0:2, :]))
plt.show()
RESULT
Try the ‘pca’ library. This will plot the explained variance, and create a biplot.
pip install pca
from pca import pca
# Initialize to reduce the data up to the number of componentes that explains 95% of the variance.
model = pca(n_components=0.95)
# Or reduce the data towards 2 PCs
model = pca(n_components=2)
# Fit transform
results = model.fit_transform(X)
# Plot explained variance
fig, ax = model.plot()
# Scatter first 2 PCs
fig, ax = model.scatter()
# Make biplot with the number of features
fig, ax = model.biplot(n_feat=4)
I found the answer here by @teddyroland: https://github.com/teddyroland/python-biplot/blob/master/biplot.py