How to perform Principal Component Analysis (PCA) inverse transform in ML.NET?

Chris Puncher 0 Reputation points
2023-05-31T11:58:48.7066667+00:00

I'm trying to convert the Python code at https://github.com/jeffprosise/SDD-2023/blob/main/Principal%20Component%20Analysis/PCA-Based%20Fraud%20Detection.ipynb into C# using ML.NET as an example of how to perform untrained anomaly detection using PCA.

Whilst I can perform the tranform, I am struggling to see how to reverse it given that there is no PrincipalComponentAnalysisTransformer.InverseTransform() method.

Given that I have my new principal components can anyone show me how to perform the inverse calculations to get back to the "original" feature values?

Thanks

Developer technologies .NET .NET Machine Learning
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