{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import dautil as dl\n",
    "from sklearn.decomposition import PCA\n",
    "import matplotlib.pyplot as plt\n",
    "from sklearn.preprocessing import scale"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "context = dl.nb.Context('applying_pca')\n",
    "lr = dl.nb.LatexRenderer(chapter=9, context=context)\n",
    "lr.render(r'\\mathbf{T}_L = \\mathbf{X} \\mathbf{W}_L')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df = dl.data.Weather.load().dropna()\n",
    "df = dl.ts.groupby_yday(df).mean()\n",
    "X = df.values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "pca = PCA(n_components=2)\n",
    "X_r = pca.fit_transform(scale(X)).T"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "%matplotlib inline\n",
    "dl.options.mimic_seaborn()\n",
    "plt.scatter(X_r[0], X_r[1])\n",
    "plt.xlabel('x')\n",
    "plt.ylabel('y')\n",
    "plt.title('Dimension Reducion with PCA')"
   ]
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.4.3"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 0
}
