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Posted to issues@spark.apache.org by "Sean Owen (JIRA)" <ji...@apache.org> on 2016/07/15 12:23:20 UTC

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

     [ https://issues.apache.org/jira/browse/SPARK-16105?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Sean Owen resolved SPARK-16105.
-------------------------------
    Resolution: Won't Fix

> 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
>            Priority: Minor
>
> 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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