In [1]:
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
import numpy as np
np.random.seed(23) #kallisti

plt.rcParams['figure.figsize'] = (4, 4)
plt.rcParams['figure.dpi'] = 150
sns.set()

SVD Demo¶

In [2]:
rectangle = pd.read_csv("rectangle_data.csv")
rectangle.tail(5)
Out[2]:
width height area perimeter
95 8 5 40 26
96 8 7 56 30
97 1 4 4 10
98 1 6 6 14
99 2 6 12 16

Singular value decomposition is a numerical technique to automatically decompose matrix into two matrices. Given an input matrix X, SVD will return $U\Sigma$ and $V^T$ such that $ X = U \Sigma V^T $.

In [3]:
u, s, vt = np.linalg.svd(rectangle, full_matrices = False)

The SVD routine returns $U$ and $\Sigma$ as two separate variables. To compute $U \Sigma$ we simply write:

In [4]:
usig = u * s

The two key pieces of the decomposition are $U\Sigma$ and $V^T$, which we can think of for now as analogous to our 'data' and 'transformation operation' from our manual decomposition earlier.

As we did before with our manual decomposition, we can recover our original rectangle data by multiplying the left matrix $U\Sigma$ by the right matrix $V^T$.

In [5]:
pd.DataFrame(usig @ vt).head(4)
Out[5]:
0 1 2 3
0 8.0 6.0 48.0 28.0
1 2.0 4.0 8.0 12.0
2 1.0 3.0 3.0 8.0
3 9.0 3.0 27.0 24.0
In [6]:
np.set_printoptions(suppress=True)
usig
Out[6]:
array([[-56.30926787,   4.08369641,  -0.76796869,   0.        ],
       [-13.92587137,  -5.61592446,   1.59106852,  -0.        ],
       [ -7.3883695 ,  -5.11089273,   1.51352951,   0.        ],
       [-36.84443159,  -4.80005945,  -3.80095908,  -0.        ],
       [-79.47260546,  13.00269827,   0.18659785,  -0.        ],
       [ -7.42135662,  -5.11810904,  -1.31469604,   0.        ],
       [-13.95885849,  -5.62314077,  -1.23715703,   0.        ],
       [-37.98955728,  -1.31360807,  -0.26071277,   0.        ],
       [-15.6692269 ,  -9.65347804,  -4.03555325,   0.        ],
       [-25.44680915,  -7.81311695,  -3.92620778,  -0.        ],
       [-32.68750933,  -2.52515864,   0.38769508,  -0.        ],
       [-53.89570114,   2.32104364,  -2.20593631,  -0.        ],
       [-40.87803851,  -1.86471027,  -2.34708823,  -0.        ],
       [ -5.34289549,  -3.98065864,   0.77963103,   0.        ],
       [-28.2033419 ,  -8.33535389,   5.30031897,   0.        ],
       [-64.00838899,   7.0615079 ,   1.43570386,  -0.        ],
       [-43.29160524,  -0.1020575 ,  -0.90912062,   0.        ],
       [-13.92587137,  -5.61592446,   1.59106852,  -0.        ],
       [-16.78136548,  -6.15981034,   2.33291861,   0.        ],
       [-18.43439279,  -4.99433025,  -0.47940371,   0.        ],
       [-17.73119447, -10.78732028,  -4.71576755,  -0.        ],
       [-48.59365319,   1.10949307,  -1.55752846,  -0.        ],
       [-79.47260546,  13.00269827,   0.18659785,  -0.        ],
       [-29.48041607,  -4.87776777,  -2.47233693,   0.        ],
       [-33.16242383,  -4.83891361,  -3.13664801,   0.        ],
       [-44.08513177,   0.48789886,   0.51294377,   0.        ],
       [-31.8939828 ,  -3.115115  ,  -1.03436931,   0.        ],
       [-40.87803851,  -1.86471027,  -2.34708823,  -0.        ],
       [-22.57482149,  -7.2656229 ,  -3.25394509,   0.        ],
       [-22.90992708,  -4.36551973,   0.27834961,  -0.        ],
       [ -9.48332419,  -6.25195129,  -1.99491034,   0.        ],
       [-70.94697069,   9.44214673,  -0.61091354,  -0.        ],
       [-13.95885849,  -5.62314077,  -1.23715703,   0.        ],
       [ -5.34289549,  -3.98065864,   0.77963103,   0.        ],
       [-17.73119447, -10.78732028,  -4.71576755,  -0.        ],
       [-27.40195494,  -3.74031736,  -0.37800985,  -0.        ],
       [-53.89570114,   2.32104364,  -2.20593631,  -0.        ],
       [-62.37185523,   5.89241965,   2.83391341,  -0.        ],
       [-29.41444183,  -4.86333514,   3.18411417,  -0.        ],
       [-29.48041607,  -4.87776777,  -2.47233693,   0.        ],
       [-57.1027944 ,   4.67365277,   0.6540957 ,  -0.        ],
       [-14.75238503,  -5.03318441,   0.18490736,   0.        ],
       [-32.68750933,  -2.52515864,   0.38769508,  -0.        ],
       [-29.48041607,  -4.87776777,  -2.47233693,   0.        ],
       [-25.44680915,  -7.81311695,  -3.92620778,  -0.        ],
       [-19.63685958,  -6.70369623,   3.0747687 ,   0.        ],
       [-15.6692269 ,  -9.65347804,  -4.03555325,   0.        ],
       [ -5.34289549,  -3.98065864,   0.77963103,   0.        ],
       [-22.08341343,  -4.94825977,   1.68451077,   0.        ],
       [-19.63685958,  -6.70369623,   3.0747687 ,   0.        ],
       [-37.97306372,  -1.30999991,   1.15340001,  -0.        ],
       [-19.79316204, -11.92116253,  -5.39598185,  -0.        ],
       [-25.79840831,  -4.91662193,  -1.80802586,   0.        ],
       [-19.63685958,  -6.70369623,   3.0747687 ,   0.        ],
       [-56.27628075,   4.09091272,   2.06025686,   0.        ],
       [-19.79316204, -11.92116253,  -5.39598185,  -0.        ],
       [-25.34784779,  -7.79146801,   4.55846888,   0.        ],
       [-29.41444183,  -4.86333514,   3.18411417,  -0.        ],
       [-37.98955728,  -1.31360807,  -0.26071277,   0.        ],
       [-56.30926787,   4.08369641,  -0.76796869,  -0.        ],
       [-28.31879682,  -8.36061099,  -4.59847046,  -0.        ],
       [-36.74547023,  -4.77841051,   4.68371758,  -0.        ],
       [-16.78136548,  -6.15981034,   2.33291861,   0.        ],
       [ -9.43384352,  -6.24112682,   2.24742798,   0.        ],
       [-14.75238503,  -5.03318441,   0.18490736,   0.        ],
       [-28.2033419 ,  -8.33535389,   5.30031897,   0.        ],
       [-31.8939828 ,  -3.115115  ,  -1.03436931,   0.        ],
       [-16.83084616,  -6.17063481,  -1.90941971,  -0.        ],
       [-19.63685958,  -6.70369623,   3.0747687 ,   0.        ],
       [-16.78136548,  -6.15981034,   2.33291861,   0.        ],
       [ -7.3883695 ,  -5.11089273,   1.51352951,   0.        ],
       [ -7.3883695 ,  -5.11089273,   1.51352951,   0.        ],
       [-50.18070626,   2.28940579,   1.28660032,   0.        ],
       [-56.30926787,   4.08369641,  -0.76796869,  -0.        ],
       [-22.49235369,  -7.24758212,   3.81661879,   0.        ],
       [-31.86099568,  -3.10789868,   1.79385624,  -0.        ],
       [ -3.29742148,  -2.85042454,   0.04573256,   0.        ],
       [-79.47260546,  13.00269827,   0.18659785,  -0.        ],
       [-32.68750933,  -2.52515864,   0.38769508,  -0.        ],
       [-36.74547023,  -4.77841051,   4.68371758,  -0.        ],
       [-25.34784779,  -7.79146801,   4.55846888,   0.        ],
       [ -8.21488316,  -4.52815268,   0.10736835,   0.        ],
       [-33.16242383,  -4.83891361,  -3.13664801,   0.        ],
       [-17.61573956, -10.76206319,   5.18302188,   0.        ],
       [-11.54529176,  -7.38579354,  -2.67512465,  -0.        ],
       [-43.25861812,  -0.09484119,   1.91910494,  -0.        ],
       [-53.89570114,   2.32104364,  -2.20593631,  -0.        ],
       [ -7.42135662,  -5.11810904,  -1.31469604,   0.        ],
       [-70.94697069,   9.44214673,  -0.61091354,  -0.        ],
       [-48.59365319,   1.10949307,  -1.55752846,  -0.        ],
       [-79.47260546,  13.00269827,   0.18659785,  -0.        ],
       [-27.38546138,  -3.73670921,   1.03610292,  -0.        ],
       [-27.38546138,  -3.73670921,   1.03610292,  -0.        ],
       [-11.47931753,  -7.37136091,   2.98132646,   0.        ],
       [-44.08513177,   0.48789886,   0.51294377,   0.        ],
       [-48.59365319,   1.10949307,  -1.55752846,  -0.        ],
       [-64.02488255,   7.05789975,   0.02159108,  -0.        ],
       [ -9.43384352,  -6.24112682,   2.24742798,   0.        ],
       [-13.52479154,  -8.501595  ,   3.71522493,  -0.        ],
       [-19.63685958,  -6.70369623,   3.0747687 ,  -0.        ]])

Naturally, we can instead use only the first 3 columns of usig and first 3 rows of vt and get back the exactly correct result. This si because the last column of usig is 0.

In [7]:
pd.DataFrame(usig[:, 0:3] @ vt[0:3, ]).head(4)
Out[7]:
0 1 2 3
0 8.0 6.0 48.0 28.0
1 2.0 4.0 8.0 12.0
2 1.0 3.0 3.0 8.0
3 9.0 3.0 27.0 24.0

If we use only the first 2 rows of usig and first 2 columns of vt, we end up with an imperfect reconstruction, but it's surprisingly not bad.

In [8]:
pd.DataFrame(usig[:, 0:2] @ vt[0:2, ]).tail(4)
Out[8]:
0 1 2 3
96 8.015221 6.984689 55.999828 29.999819
97 2.584341 2.406224 3.982129 9.981131
98 3.619075 3.365328 5.970458 13.968808
99 4.167581 3.819511 11.975551 15.974185

Even the one dimensional approximation is better than you might expect.

In [9]:
pd.DataFrame(usig[:, 0:1] @ vt[0:1, ]).tail(4)
Out[9]:
0 1 2 3
96 9.375531 8.319533 51.861441 35.390129
97 1.381452 1.225854 7.641603 5.214612
98 1.980513 1.757441 10.955353 7.475908
99 2.875538 2.551656 15.906251 10.854389

Rank 1 Approximation of 2D Data, Data Centering¶

In [10]:
# Downloads from https://www.gapminder.org/data/
cm_path = 'child_mortality_0_5_year_olds_dying_per_1000_born.csv'
fe_path = 'children_per_woman_total_fertility.csv'
cm = pd.read_csv(cm_path).set_index('country')['2017'].to_frame()/10
fe = pd.read_csv(fe_path).set_index('country')['2017'].to_frame()
child_data = cm.merge(fe, left_index=True, right_index=True).dropna()
child_data.columns = ['mortality', 'fertility']
child_data.head()
Out[10]:
mortality fertility
country
Afghanistan 6.820 4.48
Albania 1.330 1.71
Algeria 2.390 2.71
Angola 8.310 5.62
Antigua and Barbuda 0.816 2.04
In [11]:
def scatter14(data):
    sns.scatterplot('mortality', 'fertility', data=data)
    plt.xlim([0, 14])
    plt.ylim([0, 14])
    plt.xticks(np.arange(0, 14, 2))
    plt.yticks(np.arange(0, 14, 2))    
    
scatter14(child_data)

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
In [12]:
sns.scatterplot('mortality', 'fertility', data=child_data)

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
Out[12]:
<AxesSubplot:xlabel='mortality', ylabel='fertility'>
In [13]:
u, s, vt = np.linalg.svd(child_data, full_matrices = False)
In [14]:
child_data_reconstructed = pd.DataFrame(u @ np.diag(s) @ vt, columns = ["mortality", "fertility"], index=child_data.index)

As we'd expect, the product of $U$, $\Sigma$, and $V^T$ recovers the original data perfectly.

In [15]:
child_data_reconstructed.head(5)
Out[15]:
mortality fertility
country
Afghanistan 6.820 4.48
Albania 1.330 1.71
Algeria 2.390 2.71
Angola 8.310 5.62
Antigua and Barbuda 0.816 2.04
In [16]:
sns.scatterplot('mortality', 'fertility', data=child_data)

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
Out[16]:
<AxesSubplot:xlabel='mortality', ylabel='fertility'>

What happens if we throw away a column of $U$, a singular value from $\Sigma$, and a row from $V^T$? In this case we end up with the "rank 1 approximation" of the data.

Looking at the data, we see that it does a surprisingly good job.

In [17]:
#Rather than manually invoking linalg.svd over and over, let's just
#define a function that does the rank approximation in one function call
def compute_rank_k_approximation(data, k):
    u, s, vt = np.linalg.svd(data, full_matrices = False)
    return pd.DataFrame(u[:, 0:k] @ np.diag(s[0:k]) @ vt[0:k, :], columns = data.columns)
In [18]:
#child_data_rank_1_approximation = pd.DataFrame(u[:, :-1] @ np.diag(s[:-1]) @ vt[:-1, :], columns = ["mortality", "fertility"], index=child_data.index)

child_data_rank_1_approximation = compute_rank_k_approximation(child_data, 1)
child_data_rank_1_approximation.head(5)
Out[18]:
mortality fertility
0 6.694067 4.660869
1 1.697627 1.182004
2 2.880467 2.005579
3 8.232160 5.731795
4 1.506198 1.048719

By plotting the data in a 2D space, we can see what's going on. We're simply getting the original data projected on to some 1 dimensional subspace.

In [19]:
sns.scatterplot('mortality', 'fertility', data=child_data_rank_1_approximation)

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
Out[19]:
<AxesSubplot:xlabel='mortality', ylabel='fertility'>

There's one significant issue with our projection, which we can see by plotting both the original data and our reconstruction on the same axis. The issue is that the projection goes through the origin but our data has a non-zero y-intercept.

In [20]:
sns.scatterplot('mortality', 'fertility', data=child_data)
sns.scatterplot('mortality', 'fertility', data=child_data_rank_1_approximation)

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
Out[20]:
<AxesSubplot:xlabel='mortality', ylabel='fertility'>

While this y-intercept misalignment isn't terrible here, it can be really bad. For example, consider the 2D dataset below.

In [21]:
#http://jse.amstat.org/datasets/fat.txt
body_data = pd.read_fwf("fat.dat.txt", colspecs = [(9, 13), (17, 21), (23, 29), (35, 37),
                                             (39, 45), (48, 53), (57, 61), (64, 69),
                                             (73, 77), (80, 85), (88, 93), (96, 101),
                                             (105, 109), (113, 117), (121, 125), (129, 133),
                                             (137, 141), (145, 149)], 
                  
                  
                  header=None, names = ["% brozek fat", "% siri fat", "density", "age", 
                                       "weight", "height", "adiposity", "fat free weight",
                                       "neck", "chest", "abdomen", "hip", "thigh",
                                       "knee", "ankle", "bicep", "forearm",
                                       "wrist"])
#body_data = body_data.drop(41) #drop the weird record
body_data.head()
Out[21]:
% brozek fat % siri fat density age weight height adiposity fat free weight neck chest abdomen hip thigh knee ankle bicep forearm wrist
0 12.6 12.3 1.0708 23 154.25 67.75 23.7 134.9 36.2 93.1 85.2 94.5 59.0 37.3 21.9 32.0 27.4 17.1
1 6.9 6.1 1.0853 22 173.25 72.25 23.4 161.3 38.5 93.6 83.0 98.7 58.7 37.3 23.4 30.5 28.9 18.2
2 24.6 25.3 1.0414 22 154.00 66.25 24.7 116.0 34.0 95.8 87.9 99.2 59.6 38.9 24.0 28.8 25.2 16.6
3 10.9 10.4 1.0751 26 184.75 72.25 24.9 164.7 37.4 101.8 86.4 101.2 60.1 37.3 22.8 32.4 29.4 18.2
4 27.8 28.7 1.0340 24 184.25 71.25 25.6 133.1 34.4 97.3 100.0 101.9 63.2 42.2 24.0 32.2 27.7 17.7
In [22]:
density_and_abdomen = body_data[["density", "abdomen"]]
density_and_abdomen.head(5)
Out[22]:
density abdomen
0 1.0708 85.2
1 1.0853 83.0
2 1.0414 87.9
3 1.0751 86.4
4 1.0340 100.0

If we look at the data, the rank 1 approximation looks at least vaguely sane from the table.

In [23]:
density_and_abdomen_rank_1_approximation = compute_rank_k_approximation(density_and_abdomen, 1)
density_and_abdomen_rank_1_approximation.head(5)
Out[23]:
density abdomen
0 0.957134 85.201277
1 0.932425 83.001717
2 0.987458 87.900606
3 0.970613 86.401174
4 1.123369 99.998996

But if we plot on 2D axes, we'll see that things are very wrong.

In [24]:
sns.scatterplot(x="density", y="abdomen", data=body_data)
Out[24]:
<AxesSubplot:xlabel='density', ylabel='abdomen'>
In [25]:
density_and_abdomen_rank_1_approximation = compute_rank_k_approximation(density_and_abdomen, 1)
sns.scatterplot(x="density", y="abdomen", data=body_data)
sns.scatterplot(x="density", y="abdomen", data=density_and_abdomen_rank_1_approximation);

Since the subspace that we're projecting on to is off and to the right, we end up with a bizarre result where our rank 1 approximation believes that density increases with abdomen size, even though the data shows the opposite.

To fix this issue, we should always start the SVD process by zero-centering our data. That is, for each column, we should subtract the mean of that column.

In [26]:
np.mean(density_and_abdomen, axis = 0)
Out[26]:
density     1.055574
abdomen    92.555952
dtype: float64
In [27]:
density_and_abdomen_centered = density_and_abdomen - np.mean(density_and_abdomen, axis = 0)
density_and_abdomen_centered.head(5)
Out[27]:
density abdomen
0 0.015226 -7.355952
1 0.029726 -9.555952
2 -0.014174 -4.655952
3 0.019526 -6.155952
4 -0.021574 7.444048

Now when we do the approximation, things work much better.

In [28]:
density_and_abdomen_centered_rank_1_approximation = compute_rank_k_approximation(density_and_abdomen_centered, 1)
sns.scatterplot(x="density", y="abdomen", data=density_and_abdomen_centered)
sns.scatterplot(x="density", y="abdomen", data=density_and_abdomen_centered_rank_1_approximation);

Interpreting Principal Components¶

Let's revisit our child mortality and maternal fertility data from before.

In [29]:
sns.scatterplot(data = child_data, x = "mortality", y= "fertility")
plt.xlim([0, 14])
plt.ylim([0, 14])
plt.xticks(np.arange(0, 14, 2))
plt.yticks(np.arange(0, 14, 2));

Since we're going to be doing SVD, let's make sure to center our data first.

In [30]:
np.mean(child_data, axis = 0)
Out[30]:
mortality    3.034590
fertility    2.775956
dtype: float64
In [31]:
child_means = np.mean(child_data, axis = 0)
child_data_centered = child_data - child_means
sns.scatterplot(data = child_data_centered, x = "mortality", y= "fertility")


plt.xlim([-3, 11])
plt.ylim([-3, 11])
plt.xticks(np.arange(-3, 11, 2))
plt.yticks(np.arange(-3, 11, 2));
plt.gcf().savefig("mortality_fertility_centered.png", dpi=300, bbox_inches="tight")

Tie in with the manual computation slides.

Principal Components and Singular Values¶

Singular Values and Variance¶

In [32]:
rectangle_centered = rectangle - np.mean(rectangle, axis = 0)
In [33]:
np.var(rectangle_centered)
Out[33]:
width          7.6891
height         5.3475
area         338.7316
perimeter     50.7904
dtype: float64
In [34]:
sum(np.var(rectangle_centered))
Out[34]:
402.5586000000001
In [35]:
u, s, vt = np.linalg.svd(rectangle_centered, full_matrices = False)
In [36]:
u[0:5, :]
Out[36]:
array([[-0.1339099 ,  0.00592996,  0.03473374, -0.29683623],
       [ 0.08635418, -0.07951453,  0.01494809,  0.71147825],
       [ 0.11776646, -0.12896256,  0.08577428, -0.06531837],
       [-0.02727392,  0.1831771 ,  0.01089507, -0.03105541],
       [-0.258806  , -0.09429499,  0.09027015, -0.03281766]])
In [37]:
np.diag(s)
Out[37]:
array([[197.38807512,   0.        ,   0.        ,   0.        ],
       [  0.        ,  27.43462569,   0.        ,   0.        ],
       [  0.        ,   0.        ,  23.26261195,   0.        ],
       [  0.        ,   0.        ,   0.        ,   0.        ]])
In [38]:
s**2/rectangle_centered.shape[0]
Out[38]:
array([389.62052198,   7.52658687,   5.41149115,   0.        ])
In [39]:
sum(s**2/rectangle_centered.shape[0])
Out[39]:
402.55860000000007

Practical PCA¶

Let's now step back and try to use PCA on our body measurement and congressional voting datasets.

In [40]:
body_data.head(5)
Out[40]:
% brozek fat % siri fat density age weight height adiposity fat free weight neck chest abdomen hip thigh knee ankle bicep forearm wrist
0 12.6 12.3 1.0708 23 154.25 67.75 23.7 134.9 36.2 93.1 85.2 94.5 59.0 37.3 21.9 32.0 27.4 17.1
1 6.9 6.1 1.0853 22 173.25 72.25 23.4 161.3 38.5 93.6 83.0 98.7 58.7 37.3 23.4 30.5 28.9 18.2
2 24.6 25.3 1.0414 22 154.00 66.25 24.7 116.0 34.0 95.8 87.9 99.2 59.6 38.9 24.0 28.8 25.2 16.6
3 10.9 10.4 1.0751 26 184.75 72.25 24.9 164.7 37.4 101.8 86.4 101.2 60.1 37.3 22.8 32.4 29.4 18.2
4 27.8 28.7 1.0340 24 184.25 71.25 25.6 133.1 34.4 97.3 100.0 101.9 63.2 42.2 24.0 32.2 27.7 17.7
In [41]:
u, s, vt = np.linalg.svd(body_data, full_matrices = False)

We see that some of our singular values capture more variance than others.

In [42]:
s
Out[42]:
array([5020.52705061,  262.08505563,  254.54343189,  141.81242773,
         59.87838101,   52.91069761,   41.65678998,   31.28233064,
         26.02717253,   24.49195578,   22.11282152,   20.52806948,
         18.66671232,   16.7184654 ,   12.42776311,    7.7927621 ,
          1.9706795 ,    0.27219341])

Or we can compute the fraction of the variance captured by each principal component. The result seems shocking at first, as our data appears to be effectively rank 1.

In [43]:
np.round(s**2 / sum(s**2), 2)
Out[43]:
array([0.99, 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ])

This seems absurd, as clearly there are several variables that we expect to be show significant variation independent of each other, e.g. weight, height, and age. If this happens to you, it's probably because you forgot to center your data!

In [44]:
body_data_centered = body_data - np.mean(body_data, axis = 0)
body_data_centered.head(5)
Out[44]:
% brozek fat % siri fat density age weight height adiposity fat free weight neck chest abdomen hip thigh knee ankle bicep forearm wrist
0 -6.338492 -6.850794 0.015226 -21.884921 -24.674405 -2.39881 -1.736905 -8.813889 -1.792063 -7.724206 -7.355952 -5.404762 -0.405952 -1.290476 -1.202381 -0.273413 -1.263889 -1.129762
1 -12.038492 -13.050794 0.029726 -22.884921 -5.674405 2.10119 -2.036905 17.586111 0.507937 -7.224206 -9.555952 -1.204762 -0.705952 -1.290476 0.297619 -1.773413 0.236111 -0.029762
2 5.661508 6.149206 -0.014174 -22.884921 -24.924405 -3.89881 -0.736905 -27.713889 -3.992063 -5.024206 -4.655952 -0.704762 0.194048 0.309524 0.897619 -3.473413 -3.463889 -1.629762
3 -8.038492 -8.750794 0.019526 -18.884921 5.825595 2.10119 -0.536905 20.986111 -0.592063 0.975794 -6.155952 1.295238 0.694048 -1.290476 -0.302381 0.126587 0.736111 -0.029762
4 8.861508 9.549206 -0.021574 -20.884921 5.325595 1.10119 0.163095 -10.613889 -3.592063 -3.524206 7.444048 1.995238 3.794048 3.609524 0.897619 -0.073413 -0.963889 -0.529762
In [45]:
u, s, vt = np.linalg.svd(body_data_centered, full_matrices = False)

This time, we see that the top singular value is no longer as dominant.

In [46]:
s
Out[46]:
array([586.34726844, 261.81908925, 167.11383507,  59.97080768,
        53.33024862,  42.24150036,  34.80110599,  29.28559968,
        25.54261691,  23.91816652,  20.83965308,  20.47360977,
        18.54040972,  16.27886966,  12.37794822,   7.72010337,
         1.95363897,   0.04487061])

Looking now at the fraction of the variance captured by each principal component, we see that the top 2 or 3 principal components capture quite a lot of the variance.

In [47]:
np.round(s**2 / sum(s**2), 2)
Out[47]:
array([0.76, 0.15, 0.06, 0.01, 0.01, 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ])

We can also show this in the form of what is usually called a "scree plot".

In [48]:
plt.plot(s**2);

Thus, we expect that if we were to do a rank 3 approximation, we should get back data that's pretty close to where we started, as just those 3 dimensions capture 97% of the variance.

In [49]:
body_data_rank_3_approximation = compute_rank_k_approximation(body_data_centered, 3) +  np.mean(body_data, axis = 0)
body_data_rank_3_approximation.head(5)
Out[49]:
% brozek fat % siri fat density age weight height adiposity fat free weight neck chest abdomen hip thigh knee ankle bicep forearm wrist
0 13.732084 13.499443 1.067647 23.406671 155.524219 69.685017 22.382014 134.660313 35.750451 92.404761 81.663261 95.367676 57.832005 36.807149 22.471102 30.513755 27.871398 17.221299
1 6.949481 6.177696 1.084653 22.136786 173.262498 72.818426 22.848506 161.108343 37.281215 94.764794 81.952662 98.256188 59.629903 38.251464 23.494178 31.990484 28.799694 18.014750
2 24.388640 24.995400 1.041272 22.012988 155.515375 66.961498 24.013328 115.107332 35.327536 94.623409 87.487254 96.824325 59.191562 36.564650 22.049234 30.526265 27.727128 16.734867
3 10.535884 10.053321 1.076052 26.287526 185.315285 72.840641 24.486712 164.078362 38.187196 98.649630 87.304458 101.045858 61.263963 39.095345 23.826619 32.953935 29.261160 18.327856
4 27.324362 28.164091 1.034484 23.983222 184.352508 68.475540 26.973751 132.523943 37.446408 101.921954 96.240973 103.147363 63.286670 38.642499 23.123048 32.896046 28.991277 17.530191
In [50]:
body_data.head(5)
Out[50]:
% brozek fat % siri fat density age weight height adiposity fat free weight neck chest abdomen hip thigh knee ankle bicep forearm wrist
0 12.6 12.3 1.0708 23 154.25 67.75 23.7 134.9 36.2 93.1 85.2 94.5 59.0 37.3 21.9 32.0 27.4 17.1
1 6.9 6.1 1.0853 22 173.25 72.25 23.4 161.3 38.5 93.6 83.0 98.7 58.7 37.3 23.4 30.5 28.9 18.2
2 24.6 25.3 1.0414 22 154.00 66.25 24.7 116.0 34.0 95.8 87.9 99.2 59.6 38.9 24.0 28.8 25.2 16.6
3 10.9 10.4 1.0751 26 184.75 72.25 24.9 164.7 37.4 101.8 86.4 101.2 60.1 37.3 22.8 32.4 29.4 18.2
4 27.8 28.7 1.0340 24 184.25 71.25 25.6 133.1 34.4 97.3 100.0 101.9 63.2 42.2 24.0 32.2 27.7 17.7

One very interesting thing we can do is try to plot the principal components themselves. In this case, let's plot only the first two.

In [51]:
u, s, vt = np.linalg.svd(body_data_centered, full_matrices = False)
pcs = u * s
sns.scatterplot(x=pcs[:, 0], y=pcs[:, 1]);
In [52]:
np.argmax(pcs[:, 0])
Out[52]:
38
In [53]:
body_data.iloc[38, :]
Out[53]:
% brozek fat        33.8000
% siri fat          35.2000
density              1.0202
age                 46.0000
weight             363.1500
height              72.2500
adiposity           48.9000
fat free weight    240.5000
neck                51.2000
chest              136.2000
abdomen            148.1000
hip                147.7000
thigh               87.3000
knee                49.1000
ankle               29.6000
bicep               45.0000
forearm             29.0000
wrist               21.4000
Name: 38, dtype: float64

Election Data¶

In [55]:
from ds100_utils import fetch_and_cache
import yaml
from datetime import datetime


#base_url = 'https://github.com/unitedstates/congress-legislators/raw/master/'
#legislators_path = 'legislators-current.yaml'
#f = fetch_and_cache(base_url + legislators_path, legislators_path)
legislators_data = yaml.safe_load(open("./data/legislators-current.yaml"))

def to_date(s):
    return datetime.strptime(s, '%Y-%m-%d')

legs = pd.DataFrame(
    columns=['leg_id', 'first', 'last', 'gender', 'state', 'chamber', 'party', 'birthday'],
    data=[[x['id']['bioguide'], 
           x['name']['first'],
           x['name']['last'],
           x['bio']['gender'],
           x['terms'][-1]['state'],
           x['terms'][-1]['type'],
           x['terms'][-1]['party'],
           to_date(x['bio']['birthday'])] for x in legislators_data])

legs.head(3)
Out[55]:
leg_id first last gender state chamber party birthday
0 B000944 Sherrod Brown M OH sen Democrat 1952-11-09
1 C000127 Maria Cantwell F WA sen Democrat 1958-10-13
2 C000141 Benjamin Cardin M MD sen Democrat 1943-10-05
In [56]:
# February 2019 House of Representatives roll call votes
# Downloaded using https://github.com/eyeseast/propublica-congress
votes = pd.read_csv('votes.csv')
votes = votes.astype({"roll call": str}) 
votes.head()
Out[56]:
chamber session roll call member vote
0 House 1 555 A000374 Not Voting
1 House 1 555 A000370 Yes
2 House 1 555 A000055 No
3 House 1 555 A000371 Yes
4 House 1 555 A000372 No
In [57]:
def was_yes(s):
    if s.iloc[0] == 'Yes':
        return 1
    else:
        return 0
    
vote_pivot = votes.pivot_table(index='member', 
                                columns='roll call', 
                                values='vote', 
                                aggfunc=was_yes, 
                                fill_value=0)
print(vote_pivot.shape)
vote_pivot.head()    

(441, 41)
Out[57]:
roll call 515 516 517 518 519 520 521 522 523 524 ... 546 547 548 549 550 551 552 553 554 555
member
A000055 1 0 0 0 1 1 0 1 1 1 ... 0 0 1 0 0 1 0 0 1 0
A000367 0 0 0 0 0 0 0 0 0 0 ... 0 1 1 1 1 0 1 1 0 1
A000369 1 1 0 0 1 1 0 1 1 1 ... 0 0 1 0 0 1 0 0 1 0
A000370 1 1 1 1 1 0 1 0 0 0 ... 1 1 1 1 1 0 1 1 1 1
A000371 1 1 1 1 1 0 1 0 0 0 ... 1 1 1 1 1 0 1 1 1 1

5 rows × 41 columns

In [58]:
vote_pivot_centered = vote_pivot - np.mean(vote_pivot, axis = 0)
vote_pivot_centered.head(5)
Out[58]:
roll call 515 516 517 518 519 520 521 522 523 524 ... 546 547 548 549 550 551 552 553 554 555
member
A000055 0.129252 -0.668934 -0.526077 -0.52381 0.049887 0.587302 -0.562358 0.634921 0.594104 0.560091 ... -0.521542 -0.526077 0.045351 -0.521542 -0.519274 0.54195 -0.521542 -0.535147 0.086168 -0.503401
A000367 -0.870748 -0.668934 -0.526077 -0.52381 -0.950113 -0.412698 -0.562358 -0.365079 -0.405896 -0.439909 ... -0.521542 0.473923 0.045351 0.478458 0.480726 -0.45805 0.478458 0.464853 -0.913832 0.496599
A000369 0.129252 0.331066 -0.526077 -0.52381 0.049887 0.587302 -0.562358 0.634921 0.594104 0.560091 ... -0.521542 -0.526077 0.045351 -0.521542 -0.519274 0.54195 -0.521542 -0.535147 0.086168 -0.503401
A000370 0.129252 0.331066 0.473923 0.47619 0.049887 -0.412698 0.437642 -0.365079 -0.405896 -0.439909 ... 0.478458 0.473923 0.045351 0.478458 0.480726 -0.45805 0.478458 0.464853 0.086168 0.496599
A000371 0.129252 0.331066 0.473923 0.47619 0.049887 -0.412698 0.437642 -0.365079 -0.405896 -0.439909 ... 0.478458 0.473923 0.045351 0.478458 0.480726 -0.45805 0.478458 0.464853 0.086168 0.496599

5 rows × 41 columns

In [59]:
u, s, vt = np.linalg.svd(vote_pivot_centered, full_matrices = False)
In [60]:
np.round(s**2 / sum(s**2), 2)
Out[60]:
array([0.8 , 0.05, 0.02, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01,
       0.01, 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ])
In [61]:
plt.plot(s**2)
Out[61]:
[<matplotlib.lines.Line2D at 0x7f82f4fa0490>]
In [62]:
pcs = u * s
sns.scatterplot(x=pcs[:, 0], y=pcs[:, 1]);
In [63]:
vote2d = pd.DataFrame({
    'member': vote_pivot.index,
    'pc1': pcs[:, 0],
    'pc2': pcs[:, 1]
}).merge(legs, left_on='member', right_on='leg_id')

vote2d[vote2d['pc1'] < 0]['party'].value_counts()
Out[63]:
Democrat    231
Name: party, dtype: int64
In [64]:
#top right only
vote2d.query('pc2 > -2 and pc1 > 0')['party'].value_counts()
Out[64]:
Republican    194
Name: party, dtype: int64
In [65]:
sns.scatterplot(x="pc1", y="pc2", hue="party", data = vote2d);
In [66]:
vote2d['pc1_jittered'] = vote2d['pc1'] + np.random.normal(loc = 0, scale = 0.1, size = vote2d.shape[0])
vote2d['pc2_jittered'] = vote2d['pc2'] + np.random.normal(loc = 0, scale = 0.1, size = vote2d.shape[0])
In [67]:
sns.scatterplot(x="pc1_jittered", y="pc2_jittered", hue="party", data = vote2d);
In [68]:
vote2d.head(5)
Out[68]:
member pc1 pc2 leg_id first last gender state chamber party birthday pc1_jittered pc2_jittered
0 A000055 3.061356 0.364191 A000055 Robert Aderholt M AL rep Republican 1965-07-22 3.128055 0.343226
1 A000367 0.188870 -2.433565 A000367 Justin Amash M MI rep Independent 1980-04-18 0.191451 -2.431195
2 A000369 2.844370 0.821619 A000369 Mark Amodei M NV rep Republican 1958-06-12 2.766608 0.806439
3 A000370 -2.607536 0.127977 A000370 Alma Adams F NC rep Democrat 1946-05-27 -2.512672 0.074580
4 A000371 -2.607536 0.127977 A000371 Pete Aguilar M CA rep Democrat 1979-06-19 -2.537368 0.068060
In [69]:
vote2d[vote2d['pc1'] > 0]['party'].value_counts()
Out[69]:
Republican     199
Democrat         8
Independent      1
Name: party, dtype: int64
In [70]:
vote2d[vote2d['pc2'] < -1]
Out[70]:
member pc1 pc2 leg_id first last gender state chamber party birthday pc1_jittered pc2_jittered
1 A000367 0.188870 -2.433565 A000367 Justin Amash M MI rep Independent 1980-04-18 0.191451 -2.431195
6 A000374 1.247134 -3.533196 A000374 Ralph Abraham M LA rep Republican 1954-09-16 1.210379 -3.521461
47 B001311 1.695651 -2.093912 B001311 Dan Bishop M NC rep Republican 1964-07-01 1.686247 -1.982446
50 C000537 0.699636 -3.394179 C000537 James Clyburn M SC rep Democrat 1940-07-21 0.687526 -3.212611
52 C000984 0.531789 -3.099044 C000984 Elijah Cummings M MD rep Democrat 1951-01-18 0.583003 -3.131361
69 C001087 2.755060 -1.378193 C001087 Eric Crawford M AR rep Republican 1966-01-22 2.756083 -1.270555
150 G000582 2.262007 -2.632452 G000582 Jenniffer González-Colón F PR rep Republican 1976-08-05 2.259351 -2.656279
179 H001077 2.509474 -1.349023 H001077 Clay Higgins M LA rep Republican 1961-08-24 2.446616 -1.346705
196 J000299 2.908823 -1.094618 J000299 Mike Johnson M LA rep Republican 1972-01-30 3.061062 -1.116434
272 M001200 1.247134 -3.533196 M001200 A. McEachin M VA rep Democrat 1961-10-10 1.221263 -3.559693
282 M001210 1.695651 -2.093912 M001210 Gregory Murphy M NC rep Republican 1963-03-05 1.577282 -1.919511
285 N000147 1.247134 -3.533196 N000147 Eleanor Norton F DC rep Democrat 1937-06-13 1.385627 -3.546085
298 P000197 1.247134 -3.533196 P000197 Nancy Pelosi F CA rep Democrat 1940-03-26 1.217323 -3.454539
310 P000610 1.247134 -3.533196 P000610 Stacey Plaskett F VI rep Democrat 1966-05-13 1.347833 -3.381807
323 R000577 -2.069671 -1.344435 R000577 Tim Ryan M OH rep Democrat 1973-07-16 -1.992928 -1.423723
330 R000600 1.247134 -3.533196 R000600 Aumua Amata F AS rep Republican 1947-12-29 1.255358 -3.499536
360 S001177 1.247134 -3.533196 S001177 Gregorio Sablan M MP rep Democrat 1955-01-19 1.214066 -3.646465
374 S001204 1.247134 -3.533196 S001204 Michael San Nicolas M GU rep Democrat 1981-01-30 1.395281 -3.476336
In [71]:
df = votes[votes['member'].isin(vote2d[vote2d['pc2'] < -1]['member'])]
df.groupby(['member', 'vote']).size()
Out[71]:
member   vote      
A000367  No            31
         Yes           10
A000374  Not Voting    41
B001311  No            17
         Yes            7
C000537  No             1
         Not Voting    37
         Yes            3
C000984  No             4
         Not Voting    32
         Yes            5
C001087  No             6
         Not Voting    23
         Yes           12
G000582  Not Voting     1
         Yes            6
H001077  No            14
         Not Voting    15
         Yes           12
J000299  No            20
         Not Voting     7
         Yes           14
M001200  Not Voting    41
M001210  No            16
         Not Voting     1
         Yes            7
N000147  No             6
         Not Voting     1
P000197  Speaker       41
P000610  No             7
R000577  No            11
         Not Voting     8
         Yes           22
R000600  Not Voting     7
S001177  No             7
S001204  No             6
         Not Voting     1
dtype: int64
In [72]:
legs.query("leg_id == 'A000367'")
Out[72]:
leg_id first last gender state chamber party birthday
33 A000367 Justin Amash M MI rep Independent 1980-04-18

Let's look at only people who have voted more than 15 times lately¶

In [73]:
votes.head(5)
Out[73]:
chamber session roll call member vote
0 House 1 555 A000374 Not Voting
1 House 1 555 A000370 Yes
2 House 1 555 A000055 No
3 House 1 555 A000371 Yes
4 House 1 555 A000372 No
In [74]:
num_yes_or_no_votes_per_member = votes.query("vote == 'Yes' or vote == 'No'").groupby("member").size()
num_yes_or_no_votes_per_member.head(5)
Out[74]:
member
A000055    40
A000367    41
A000369    41
A000370    41
A000371    41
dtype: int64
In [75]:
vote_pivot_with_yes_no_count = vote_pivot.merge(num_yes_or_no_votes_per_member.to_frame(), left_index = True, right_index = True, how="outer", ).fillna(0)
vote_pivot_with_yes_no_count = vote_pivot_with_yes_no_count.rename(columns = {0: 'yes_no_count'})
vote_pivot_with_yes_no_count.head(5)
Out[75]:
515 516 517 518 519 520 521 522 523 524 ... 547 548 549 550 551 552 553 554 555 yes_no_count
member
A000055 1 0 0 0 1 1 0 1 1 1 ... 0 1 0 0 1 0 0 1 0 40.0
A000367 0 0 0 0 0 0 0 0 0 0 ... 1 1 1 1 0 1 1 0 1 41.0
A000369 1 1 0 0 1 1 0 1 1 1 ... 0 1 0 0 1 0 0 1 0 41.0
A000370 1 1 1 1 1 0 1 0 0 0 ... 1 1 1 1 0 1 1 1 1 41.0
A000371 1 1 1 1 1 0 1 0 0 0 ... 1 1 1 1 0 1 1 1 1 41.0

5 rows × 42 columns

In [76]:
regulars = vote_pivot_with_yes_no_count.query('yes_no_count >= 30')
regulars = regulars.drop('yes_no_count', 1)
regulars.shape

/tmp/ipykernel_76/3052268403.py:2: FutureWarning: In a future version of pandas all arguments of DataFrame.drop except for the argument 'labels' will be keyword-only
  regulars = regulars.drop('yes_no_count', 1)
Out[76]:
(425, 41)
In [77]:
regulars_centered = regulars - np.mean(regulars, axis = 0)
regulars_centered.head(5)
Out[77]:
515 516 517 518 519 520 521 522 523 524 ... 546 547 548 549 550 551 552 553 554 555
member
A000055 0.101176 -0.691765 -0.543529 -0.541176 0.023529 0.581176 -0.581176 0.625882 0.588235 0.550588 ... -0.541176 -0.545882 0.014118 -0.538824 -0.536471 0.529412 -0.538824 -0.555294 0.056471 -0.522353
A000367 -0.898824 -0.691765 -0.543529 -0.541176 -0.976471 -0.418824 -0.581176 -0.374118 -0.411765 -0.449412 ... -0.541176 0.454118 0.014118 0.461176 0.463529 -0.470588 0.461176 0.444706 -0.943529 0.477647
A000369 0.101176 0.308235 -0.543529 -0.541176 0.023529 0.581176 -0.581176 0.625882 0.588235 0.550588 ... -0.541176 -0.545882 0.014118 -0.538824 -0.536471 0.529412 -0.538824 -0.555294 0.056471 -0.522353
A000370 0.101176 0.308235 0.456471 0.458824 0.023529 -0.418824 0.418824 -0.374118 -0.411765 -0.449412 ... 0.458824 0.454118 0.014118 0.461176 0.463529 -0.470588 0.461176 0.444706 0.056471 0.477647
A000371 0.101176 0.308235 0.456471 0.458824 0.023529 -0.418824 0.418824 -0.374118 -0.411765 -0.449412 ... 0.458824 0.454118 0.014118 0.461176 0.463529 -0.470588 0.461176 0.444706 0.056471 0.477647

5 rows × 41 columns

In [78]:
u, s, vt = np.linalg.svd(regulars_centered, full_matrices = False)
In [79]:
np.round(s**2 / sum(s**2), 2)
Out[79]:
array([0.84, 0.02, 0.02, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01,
       0.01, 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ,
       0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  , 0.  ])
In [80]:
pcs = u * s
sns.scatterplot(x=pcs[:, 0], y=pcs[:, 1]);
In [81]:
vote2d = pd.DataFrame({
    'member': regulars_centered.index,
    'pc1': pcs[:, 0],
    'pc2': pcs[:, 1]
}).merge(legs, left_on='member', right_on='leg_id')

vote2d['pc1_jittered'] = vote2d['pc1'] + np.random.normal(loc = 0, scale = 0.1, size = vote2d.shape[0])
vote2d['pc2_jittered'] = vote2d['pc2'] + np.random.normal(loc = 0, scale = 0.1, size = vote2d.shape[0])
In [82]:
sns.scatterplot(x="pc1_jittered", y="pc2_jittered", hue="party", data = vote2d);

Exploring $V^T$¶

We can also look at Vt directly to try to gain insight into why each component is as it is.

In [83]:
num_votes = vt.shape[1]
votes = regulars.columns

def plot_pc(k):
    plt.bar(votes, vt[k, :], alpha=0.7)
    plt.xticks(votes, rotation=90);

with plt.rc_context({"figure.figsize": (12, 4)}):
    #plot_pc(0)
    plot_pc(1)

Using SVD for PCA may lead to hard to interpret $V^T$ matrices for two reasons:

  1. Each row tends to include many many attributes. What does it mean that the first PC is driven by this specific set of 30 votes?
  2. Later rows (i.e. less important PCs) will be driven more by the orthogonality constraint than the data itself.

There are exist other methods for doing PCA, e.g. Sparse PCA, that will try to lead to an interpretable version of $V^T$.

PCA vs. Linear Regression (Extra)¶

Let's compare PCA to Linear Regression

Returning to our child mortality data from before, if we zero-center the child data, we see get back a better result. Note that we have to add back in the mean of each column to get things back into the right units.

In [84]:
means = np.mean(child_data, axis = 0)
child_data_centered = child_data - np.mean(child_data, axis = 0)
child_data_rank_1_approximation = compute_rank_k_approximation(child_data_centered, 1) + means
In [85]:
sns.scatterplot('mortality', 'fertility', data=child_data)
sns.scatterplot('mortality', 'fertility', data=child_data_rank_1_approximation)
plt.legend(['data', 'rank 1 approx'])
plt.xlim([0, 14])
plt.ylim([0, 14])
plt.xticks(np.arange(0, 14, 2))
plt.yticks(np.arange(0, 14, 2));

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

We can also give our rank 1 approximation as a line, showing the 1D subspace (in black) that our data is being projected onto.

In [86]:
sns.scatterplot('mortality', 'fertility', data=child_data)
sns.lineplot('mortality', 'fertility', data=child_data_rank_1_approximation, color='black')
plt.legend(['rank 1 approx', 'data']);
plt.xlim([0, 14])
plt.ylim([0, 14])
plt.xticks(np.arange(0, 14, 2))
plt.yticks(np.arange(0, 14, 2));

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

This plot probably brings to mind linear regression from Data 8. But PCA is NOT the same thing linear regression. Let's plot the regression lines for this data for comparison. Recall that the regression line gives us, e.g. the best possible linear prediction of the fertility given the mortality.

In [87]:
x, y = child_data['mortality'], child_data['fertility']
slope_x, intercept_x = np.polyfit(x, y, 1) # simple linear regression

scatter14(child_data)

plt.plot(x, slope_x * x + intercept_x, c = 'g')
for _, row in child_data.sample(20).iterrows():
    tx, ty = row['mortality'], row['fertility']
    plt.plot([tx, tx], [slope_x * tx + intercept_x, ty], c='red')
    
plt.legend(['predicted fertility']);

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

In the plot above, the green regression line given minimizes the sum of the squared errors, given as red vertical lines.

We could also do the opposite thing, and try to predict fertility from mortality.

In [88]:
x, y = child_data['mortality'], child_data['fertility']
slope_y, intercept_y = np.polyfit(y, x, 1) # simple linear regression

scatter14(child_data)

plt.plot(slope_y * y + intercept_y, y, c = 'purple')
for _, row in child_data.sample(20).iterrows():
    tx, ty = row['mortality'], row['fertility']
    plt.plot([tx, slope_y * ty + intercept_y], [ty, ty], c='red')
    
plt.legend(['predicted mortality']);

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

In the plot above, the green regression line given minimizes the sum of the squared errors, given as red horizontal lines.

Plotting the two regression lines and the 1D subspace chosen by PCA, we see that all 3 are distinct!

In [89]:
sns.lineplot('mortality', 'fertility', data=child_data_rank_1_approximation, color="black")
plt.plot(x, slope_x * x + intercept_x, c = 'g')
plt.plot(slope_y * y + intercept_y, y, c = 'purple');
sns.scatterplot('mortality', 'fertility', data=child_data)
plt.legend(['rank 1 approx', 'predicted fertility', 'predicted mortality'])
plt.xlim([0, 14])
plt.ylim([0, 14])
plt.xticks(np.arange(0, 14, 2))
plt.yticks(np.arange(0, 14, 2));

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

Given that the green line minimizes the "vertical error" and the purple line minimizes the "horizontal error". You might wonder what the black line minimizes. It turns out, it minimizes the "diagonal" error, i.e. the error in the direction perpendicular to itself.

In [90]:
sns.lineplot('mortality', 'fertility', data=child_data_rank_1_approximation, color="black")
plt.plot(x, slope_x * x + intercept_x, c = 'g')
plt.plot(slope_y * y + intercept_y, y, c = 'purple');
sns.scatterplot('mortality', 'fertility', data=child_data)

for idx, tdata in child_data.reset_index().sample(20).iterrows():
    tx = tdata["mortality"]
    ty = tdata["fertility"]
    tx_projected = child_data_rank_1_approximation.iloc[idx, 0]
    ty_projected = child_data_rank_1_approximation.iloc[idx, 1]
    plt.plot([tx, tx_projected], [ty, ty_projected], c='red')
    
plt.xlim([0, 14])
plt.ylim([0, 14])
plt.xticks(np.arange(0, 14, 2))
plt.yticks(np.arange(0, 14, 2));
plt.legend(['rank 1 approx', 'predicted fertility', 'predicted mortality']);

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(

The function in the following cell makes it easy to make similar plots for whatever dataset you might be interested in.

In [91]:
def plot_x_regression_y_regression_1d_approximation(data): 
    xname = data.columns[0]
    yname = data.columns[1]
    
    x, y = data[xname], data[yname]
    slope_x, intercept_x = np.polyfit(x, y, 1) # simple linear regression
    
    x, y = data[xname], data[yname]
    slope_y, intercept_y = np.polyfit(y, x, 1) # simple linear regression
    
    means = np.mean(data, axis = 0)
    rank_1_approximation = compute_rank_k_approximation(data - means, 1) + means
    
    sns.lineplot(x=xname, y=yname, data=rank_1_approximation, color="black")
    plt.plot(x, slope_x * x + intercept_x, c = 'g')
    plt.plot(slope_y * y + intercept_y, y, c = 'purple');
    sns.scatterplot(xname, yname, data=data)
    
   
    for idx, tdata in data.reset_index().sample(20).iterrows():
        tx = tdata[xname]
        ty = tdata[yname]
        
        tx_projected = rank_1_approximation.iloc[idx, 0]
        ty_projected = rank_1_approximation.iloc[idx, 1]
        plt.plot([tx, tx_projected], [ty, ty_projected], c='red') 
    
    plt.legend(['1D PCA Subspace', 'predicted ' + xname, 'predicted ' + yname])
In [92]:
plot_x_regression_y_regression_1d_approximation(body_data.drop(41)[["adiposity", "bicep"]])

/opt/conda/lib/python3.9/site-packages/seaborn/_decorators.py:36: FutureWarning: Pass the following variables as keyword args: x, y. From version 0.12, the only valid positional argument will be `data`, and passing other arguments without an explicit keyword will result in an error or misinterpretation.
  warnings.warn(
In [ ]: