PCA，TidyModels；如何在 step_pca 中更改旋转方法？

Question

我正在尝试使用 TidyModels 执行 PCA（主成分分析）。我已经创建了一个配方，但我不知道如何更改 `step_pca() 方法中使用的默认旋转（例如将其更改为 Varimax 旋转）。有什么想法吗？

这是我的食谱：

pembqol_rec <- recipe(~., data = df) %>% 
  update_role(id, name, new_role = "id") %>%
  step_naomit(all_predictors()) %>% 
  step_normalize(all_predictors()) %>% 
  step_pca(all_predictors(), id = "pca") %>% 
  prep()

Answer 1

step_pca() 函数在幕后使用 stats::prcomp()，我认为这不支持，但您可以查看 loadings using tidy() and the type = "coef" argument and then apply a rotation yourself. See this Cross Validated answer 了解更多信息。

library(recipes)
#> Loading required package: dplyr
#> 
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#> 
#>     filter, lag
#> The following objects are masked from 'package:base':
#> 
#>     intersect, setdiff, setequal, union
#> 
#> Attaching package: 'recipes'
#> The following object is masked from 'package:stats':
#> 
#>     step

rec <- recipe( ~ ., data = USArrests) %>%
  step_normalize(all_numeric()) %>%
  step_pca(all_numeric(), num_comp = 3)

prep(rec) %>% tidy(number = 2, type = "coef")
#> # A tibble: 16 × 4
#>    terms      value component id       
#>    <chr>      <dbl> <chr>     <chr>    
#>  1 Murder   -0.536  PC1       pca_L9R48
#>  2 Assault  -0.583  PC1       pca_L9R48
#>  3 UrbanPop -0.278  PC1       pca_L9R48
#>  4 Rape     -0.543  PC1       pca_L9R48
#>  5 Murder    0.418  PC2       pca_L9R48
#>  6 Assault   0.188  PC2       pca_L9R48
#>  7 UrbanPop -0.873  PC2       pca_L9R48
#>  8 Rape     -0.167  PC2       pca_L9R48
#>  9 Murder   -0.341  PC3       pca_L9R48
#> 10 Assault  -0.268  PC3       pca_L9R48
#> 11 UrbanPop -0.378  PC3       pca_L9R48
#> 12 Rape      0.818  PC3       pca_L9R48
#> 13 Murder    0.649  PC4       pca_L9R48
#> 14 Assault  -0.743  PC4       pca_L9R48
#> 15 UrbanPop  0.134  PC4       pca_L9R48
#> 16 Rape      0.0890 PC4       pca_L9R48

^{由 reprex package (v2.0.1)}

创建于 2022-01-10

PCA，TidyModels；如何在 step_pca 中更改旋转方法？

PCA, TidyModels; how to change rotation method in step_pca?

r

recipe

pca

tidymodels