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

.NET Machine learning
.NET Machine learning
.NET: Microsoft Technologies based on the .NET software framework.Machine learning: A type of artificial intelligence focused on enabling computers to use observed data to evolve new behaviors that have not been explicitly programmed.
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