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From "Stefan Panayotov (JIRA)" <>
Subject [jira] [Created] (SPARK-16105) PCA Reverse Transformer
Date Tue, 21 Jun 2016 14:19:58 GMT
Stefan Panayotov created SPARK-16105:

             Summary: PCA Reverse Transformer
                 Key: SPARK-16105
             Project: Spark
          Issue Type: New Feature
          Components: ML
    Affects Versions: 1.6.1
            Reporter: Stefan Panayotov

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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