PCA: varianza, autovectores y componentes principales
Aplicará PCA a un conjunto de datos de alta dimensionalidad, examinará las proporciones de varianza explicada y elegirá el número de componentes que conserve el 95 % de la varianza total.
PCA: varianza, autovectores y componentes principales es una lección gratuita de Machine Learning Academy en CoddyKit. Esta es la lección 1 de 4. Puedes leer la lección completa abajo gratuitamente — luego la practicas en el navegador con un editor de código integrado y un tutor de IA 24/7. Forma parte de la ruta de aprendizaje de Machine Learning Academy, y tu progreso se sincroniza en la web y la app de CoddyKit. El curso de Machine Learning Academy incluye 4 lecciones en total.
Partes de esta lección aún no han sido traducidas y se muestran en inglés.
The Problem with High-Dimensional Data
As feature count grows, datasets become increasingly sparse — the curse of dimensionality. Many features are redundant or correlated, carrying overlapping information. Principal Component Analysis (PCA) solves this by finding a new, smaller set of axes (principal components) that capture the maximum variance in the data with the fewest dimensions.
Variance: What PCA Maximises
PCA seeks directions in feature space along which the data varies the most. A direction with high variance captures rich information; a direction with near-zero variance is essentially noise. The first principal component (PC1) is the direction of maximum variance, PC2 is orthogonal to PC1 with the next highest variance, and so on.
Covariance Matrix and Eigenvectors
PCA operates on the covariance matrix of the centred data. The eigenvectors of this matrix point in the directions of maximum variance, and the corresponding eigenvalues measure how much variance each direction captures. The eigenvectors are the principal components; sorting them by eigenvalue in descending order gives PC1, PC2, ... PCn.
import numpy as np
X = np.array([[2.5, 2.4], [0.5, 0.7], [2.2, 2.9],
[1.9, 2.2], [3.1, 3.0], [2.3, 2.7]])
# Centre the data
X_centered = X - X.mean(axis=0)
# Compute covariance matrix
cov = np.cov(X_centered.T)
print('Covariance matrix:\n', cov)
# Eigenvectors and eigenvalues
eigenvalues, eigenvectors = np.linalg.eigh(cov)
idx = np.argsort(eigenvalues)[::-1]
print('Eigenvalues:', eigenvalues[idx])
print('PC1 direction:', eigenvectors[:, idx[0]])Explained Variance Ratio
The explained variance ratio of each component is its eigenvalue divided by the sum of all eigenvalues. If PC1 explains 90% of variance and PC2 explains 8%, the first two components together retain 98% of all information. This ratio guides how many components to keep — a common threshold is 95%.
from sklearn.decomposition import PCA
from sklearn.datasets import load_digits
X, _ = load_digits(return_X_y=True) # 64 features
pca = PCA()
pca.fit(X)
cumulative_variance = pca.explained_variance_ratio_.cumsum()
n_95 = (cumulative_variance < 0.95).sum() + 1
print(f'Components to retain 95% variance: {n_95}')
print(f'Explained by first 10 components: {cumulative_variance[9]:.3f}')Choosing n_components
Set n_components as an integer (e.g., PCA(n_components=10)) to keep exactly 10 components, or as a float between 0 and 1 (e.g., PCA(n_components=0.95)) to automatically keep enough components to explain that fraction of variance. The latter is the cleanest approach for pipelines where you want variance-based truncation without knowing the count upfront.
from sklearn.decomposition import PCA
from sklearn.datasets import load_digits
X, _ = load_digits(return_X_y=True)
# Retain 95% of variance automatically
pca = PCA(n_components=0.95)
pca.fit(X)
print('Number of components chosen:', pca.n_components_)
print('Total variance retained:', pca.explained_variance_ratio_.sum().round(4))The Scree Plot
A scree plot shows explained variance ratio (or eigenvalue) on the y-axis and component index on the x-axis. The plot typically shows a steep drop then a flat plateau. The elbow — where the drop becomes gradual — is another heuristic for the number of components to retain, similar to the elbow method in K-Means.
import matplotlib.pyplot as plt
from sklearn.decomposition import PCA
from sklearn.datasets import load_wine
X, _ = load_wine(return_X_y=True)
pca = PCA()
pca.fit(X)
plt.figure(figsize=(8, 4))
plt.subplot(1, 2, 1)
plt.bar(range(1, 14), pca.explained_variance_ratio_)
plt.xlabel('Component')
plt.ylabel('Explained variance ratio')
plt.title('Scree Plot')
plt.subplot(1, 2, 2)
plt.plot(pca.explained_variance_ratio_.cumsum(), marker='o')
plt.axhline(0.95, color='red', linestyle='--')
plt.xlabel('Number of components')
plt.ylabel('Cumulative variance')
plt.tight_layout()
plt.show()Centering and Scaling Before PCA
PCA is sensitive to feature scale. A feature measured in thousands will dominate the covariance matrix. Always standardise with StandardScaler before PCA to give each feature unit variance. Centring (zero mean) is essential — PCA implicitly does this, but if you use a Pipeline, the scaler should come first so PCA operates on already-centred, equal-scale features.
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler
from sklearn.decomposition import PCA
from sklearn.datasets import load_wine
X, _ = load_wine(return_X_y=True)
pipe = Pipeline([
('scaler', StandardScaler()),
('pca', PCA(n_components=0.95))
])
pipe.fit(X)
print('Original shape:', X.shape)
print('Reduced shape:', pipe.transform(X).shape)What Do Principal Components Represent?
Each principal component is a linear combination of the original features — a weighted sum. Inspecting the component loadings (the coefficients) reveals which original features contribute most to each PC. However, components are often not directly interpretable because they mix features together. PCA is primarily a compression tool, not a feature selection tool.
from sklearn.decomposition import PCA
from sklearn.preprocessing import StandardScaler
from sklearn.datasets import load_wine
import pandas as pd
X, _ = load_wine(return_X_y=True)
X_scaled = StandardScaler().fit_transform(X)
pca = PCA(n_components=2)
pca.fit(X_scaled)
feature_names = load_wine().feature_names
loadings = pd.DataFrame(pca.components_.T, index=feature_names,
columns=['PC1', 'PC2'])
print(loadings.round(2))SVD: The Efficient Implementation
In practice, scikit-learn computes PCA via Singular Value Decomposition (SVD) rather than explicit eigendecomposition of the covariance matrix, because SVD is numerically more stable and works directly on the data matrix without forming the covariance matrix. The result is mathematically identical. For very large datasets, PCA(svd_solver='randomized') uses an approximate randomised SVD for speed.
PCA Is Linear and Orthogonal
Important limitations: PCA finds only linear relationships between features. If the meaningful structure in your data lies on a curved manifold (e.g., a Swiss roll), PCA will not discover it effectively — kernel PCA or t-SNE are better alternatives. Also, PCA components are orthogonal by construction, which can be a mismatch if your underlying factors are correlated.
PCA on a Real Dataset: Quick End-to-End
Here is the full workflow: scale, PCA to 2D, and scatter-plot with class colour to check if the reduced space still separates classes visually. This is a standard exploratory step before training a classifier on the full feature set.
from sklearn.decomposition import PCA
from sklearn.preprocessing import StandardScaler
from sklearn.datasets import load_iris
import matplotlib.pyplot as plt
X, y = load_iris(return_X_y=True)
X_scaled = StandardScaler().fit_transform(X)
pca = PCA(n_components=2)
X_2d = pca.fit_transform(X_scaled)
plt.scatter(X_2d[:, 0], X_2d[:, 1], c=y, cmap='Set1', s=30)
plt.xlabel(f'PC1 ({pca.explained_variance_ratio_[0]:.1%} var)')
plt.ylabel(f'PC2 ({pca.explained_variance_ratio_[1]:.1%} var)')
plt.title('Iris in PCA space')
plt.colorbar(label='Class')
plt.show()Quick Check
Test your understanding of PCA from this lesson.
Lesson Recap
In this lesson you learned: PCA finds directions of maximum variance via the covariance matrix eigenvectors, explained variance ratio guides how many components to keep (typically aim for 95%), and always standardise features before PCA so scale differences do not bias the components. Next up we project data into principal-component space and reconstruct it to quantify information loss.
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Preguntas frecuentes
¿La lección «PCA: varianza, autovectores y componentes principales» es gratis?
Sí — el texto completo de «PCA: varianza, autovectores y componentes principales» es gratis para leer aquí en la web. Para practicarla de forma interactiva (editor de código integrado y tutor de IA 24/7) y desbloquear el resto del curso de Machine Learning Academy, actualiza a CoddyKit PRO. El curso de Machine Learning Academy incluye 4 lecciones en total.
¿Qué aprenderé en «PCA: varianza, autovectores y componentes principales»?
Aplicará PCA a un conjunto de datos de alta dimensionalidad, examinará las proporciones de varianza explicada y elegirá el número de componentes que conserve el 95 % de la varianza total. Practicas Machine Learning Academy con código real que ejecutas directamente en el navegador, y un tutor de IA 24/7 responde tus preguntas mientras trabajas en la lección.
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No se requiere experiencia previa. Machine Learning Academy en CoddyKit está estructurado para principiantes hasta estudiantes avanzados, así que puedes empezar aquí o desde el inicio y avanzar a tu ritmo. Esta es la lección 1 de 4.
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Todas las lecciones de este curso
- PCA: varianza, autovectores y componentes principales
- Proyección de datos y reconstrucción a partir de componentes
- t-SNE: preservación de vecindarios para visualización
- PCA como preprocesamiento: velocidad y reducción del ruido en pipelines