[jira] [Created] (SPARK-16105) PCA Reverse Transformer

["Stefan Panayotov (JIRA)" <ji...@apache.org>]

Stefan Panayotov created SPARK-16105:
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             Summary: PCA Reverse Transformer
                 Key: SPARK-16105
                 URL: https://issues.apache.org/jira/browse/SPARK-16105
             Project: Spark
          Issue Type: New Feature
          Components: ML
    Affects Versions: 1.6.1
            Reporter: Stefan Panayotov


The PCA class has a fit method that returns a PCAModel. One of the members of the PCAModel is a pc (Principal Components Matrix). This matrix is available for inspection, but there is no method to use this matrix for reverse transformation back to the original dimension. For example, if I use the PCA to reduce dimensionality of my space from 96 to 15, I get a 96x15 pc Matrix. I can do some modeling in my reduced space and then I need to  reverse back to the original 96 dimensional space. Basically, I need to multiply my 15 dimensional vectors by the 96x15 pc Matrix to get back 96 dimensional vectors. Such method is missing from the PCA model.



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