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Dimensionalitätsreduzierung und Merkmalsextraktion

PCA, Faktoranalyse, Merkmalsauswahl, Merkmalsextraktion und mehr

Techniken zur Merkmalstransformation reduzieren die Dimensionalität der Daten, indem Daten in neue Merkmale transformiert werden. Techniken zur Merkmalsauswahl sollten bevorzugt werden, wenn eine Transformation von Variablen nicht möglich ist, beispielsweise wenn kategorische Variablen in den Daten vorliegen. Eine Technik zur Merkmalsauswahl, die sich besonders für die Least-Squares-Anpassung eignet, finden Sie unter Schrittweise Regression.

Live Editor Tasks

Reduzieren der DimensionalitätReduce dimensionality using Principal Component Analysis (PCA) in Live Editor (Seit R2022b)

Funktionen

alle erweitern

fscchi2Univariate feature ranking for classification using chi-square tests
fscmrmrRank features for classification using minimum redundancy maximum relevance (MRMR) algorithm
fscncaFeature selection using neighborhood component analysis for classification
fsrftestUnivariate feature ranking for regression using F-tests
fsrmrmrRank features for regression using minimum redundancy maximum relevance (MRMR) algorithm (Seit R2022a)
fsrncaFeature selection using neighborhood component analysis for regression
fsulaplacianRank features for unsupervised learning using Laplacian scores
partialDependenceCompute partial dependence
plotPartialDependenceCreate partial dependence plot (PDP) and individual conditional expectation (ICE) plots
oobPermutedPredictorImportanceOut-of-bag predictor importance estimates for random forest of classification trees by permutation
oobPermutedPredictorImportanceOut-of-bag predictor importance estimates for random forest of regression trees by permutation
predictorImportanceEstimates of predictor importance for classification tree
predictorImportanceEstimates of predictor importance for classification ensemble of decision trees
predictorImportanceEstimates of predictor importance for regression tree
predictorImportanceEstimates of predictor importance for regression ensemble of decision trees
relieffRank importance of predictors using ReliefF or RReliefF algorithm
sequentialfsSequential feature selection using custom criterion
stepwiselmPerform stepwise regression
stepwiseglmCreate generalized linear regression model by stepwise regression
ricaFeature extraction by using reconstruction ICA
sparsefiltFeature extraction by using sparse filtering
transformTransform predictors into extracted features
tsnet-Distributed Stochastic Neighbor Embedding
umapUniform Manifold Approximation and Projection (UMAP) for dimension reduction (Seit R2026a)
barttestBartlett’s test
canoncorrCanonical correlation
pcaPrincipal component analysis of raw data
pcacovPrincipal component analysis on covariance matrix
pcaresResiduals from principal component analysis
ppcaProbabilistic principal component analysis
incrementalPCAIncremental principal component analysis (Seit R2024a)
fitFit principal component analysis model to streaming data (Seit R2024a)
transformTransform data into principal component scores (Seit R2024a)
resetReset incremental principal component analysis model (Seit R2024a)
factoranFactor analysis
rotatefactorsRotate factor loadings
nnmfNonnegative matrix factorization
cmdscaleClassical multidimensional scaling
mahalMahalanobis distance to reference samples
mdscaleNonclassical multidimensional scaling
pdistPairwise distance between pairs of observations
squareformFormat distance matrix
procrustesProcrustes analysis

Objekte

alle erweitern

FeatureSelectionNCAClassificationFeature selection for classification using neighborhood component analysis (NCA)
FeatureSelectionNCARegressionFeature selection for regression using neighborhood component analysis (NCA)
ReconstructionICAFeature extraction by reconstruction ICA
SparseFilteringFeature extraction by sparse filtering

Themen

Merkmalsauswahl

Merkmalsextraktion

Multidimensionale t-SNE-Visualisierung

  • t-SNE
    t-SNE is a method for visualizing high-dimensional data by nonlinear reduction to two or three dimensions, while preserving some features of the original data.
  • Visualize High-Dimensional Data Using t-SNE
    This example shows how t-SNE creates a useful low-dimensional embedding of high-dimensional data.
  • Modify t-SNE Settings
    This example shows the effects of various tsne settings.
  • t-SNE Output Function
    Output function description and example for t-SNE.

PCA und kanonische Korrelation

Faktoranalyse

  • Factor Analysis
    Factor analysis is a way to fit a model to multivariate data to estimate interdependence of measured variables on a smaller number of unobserved (latent) factors.
  • Analyze Stock Prices Using Factor Analysis
    Use factor analysis to investigate whether companies within the same sector experience similar week-to-week changes in stock prices.
  • Perform Factor Analysis on Exam Grades
    This example shows how to perform factor analysis using Statistics and Machine Learning Toolbox™.

Nichtnegative Matrix-Faktorisierung

Multidimensionale Skalierung

Procrustes-Analyse

Enthaltene Beispiele