Book Image

Learning Predictive Analytics with R

By : Eric Mayor
Book Image

Learning Predictive Analytics with R

By: Eric Mayor

Overview of this book

This book is packed with easy-to-follow guidelines that explain the workings of the many key data mining tools of R, which are used to discover knowledge from your data. You will learn how to perform key predictive analytics tasks using R, such as train and test predictive models for classification and regression tasks, score new data sets and so on. All chapters will guide you in acquiring the skills in a practical way. Most chapters also include a theoretical introduction that will sharpen your understanding of the subject matter and invite you to go further. The book familiarizes you with the most common data mining tools of R, such as k-means, hierarchical regression, linear regression, association rules, principal component analysis, multilevel modeling, k-NN, Naïve Bayes, decision trees, and text mining. It also provides a description of visualization techniques using the basic visualization tools of R as well as lattice for visualizing patterns in data organized in groups. This book is invaluable for anyone fascinated by the data mining opportunities offered by GNU R and its packages.
Table of Contents (23 chapters)
Learning Predictive Analytics with R
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Exercises and Solutions
Index

The inner working of Principal Component Analysis


Principal Component Analysis aims at finding the dimensions (principal component) that explain most of the variance in a dataset. Once these components are found, a principal component score is computed for each row and each principal component. Remember the example of the questionnaire data we discussed in the preceding section. These scores can be understood as summaries (combinations) of the attributes that compose the data frame.

PCA produces the principal components by computing the eigenvalues of the covariance matrix of a dataset. There is one eigenvalue for each row in the covariance matrix. The computation of eigenvectors is also required to compute the principal component scores. The eigenvalues and eigenvectors are computed using the following equation, where A is the covariance matrix of interest, I is the identity matrix, k is a positive integer, λ is the eigenvalue and v is the eigenvector:

What is important to understand for...