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PCA Tutorial

This tutorial walks new users through the process of creating a Principal Components Analysis (PCA) model.

Those who have never used H2O before should refer to Getting Started for additional instructions on how to run H2O Flow.

For more details on the math behind H2O's implementation of PCA, refer to PCA Data Science.

When to Use PCA

PCA is used to reduce dimensions and solve issues of multicollinearity in high dimension data.

Getting Started

This tutorial uses a publicly available data set that can be found at: http://archive.ics.uci.edu/ml/datasets/Arrhythmia.

The original data are the Arrhythmia data set made available by UCI Machine Learning Repository. They are composed of 452 observations and 279 attributes.

If you don't have any data of your own to work with, you can find some example datasets at http://data.h2o.ai.

Importing Data

Before creating a model, import data into H2O:

  1. Click the Assist Me! button in the Help tab in the sidebar on the right side of the page.

Assist Me button 2. Click the importFiles link and enter the file path to the dataset in the Search entry field. 3. Click the Add all link to add the file to the import queue, then click the Import button. Importing Files

Parsing Data

Now, parse the imported data:

  1. Click the Parse these files... button.

Note: The default options typically do not need to be changed unless the data does not parse correctly.

  1. From the drop-down Parser list, select the file type of the data set (Auto, XLS, CSV, or SVMLight).
  2. If the data uses a separator, select it from the drop-down Separator list.
  3. If the data uses a column header as the first row, select the First row contains column names radio button. If the first row contains data, select the First row contains data radio button. You can also select the Auto radio button to have H2O automatically determine if the first row of the dataset contains the column names or data.
  4. If the data uses apostrophes ( ' - also known as single quotes), check the Enable single quotes as a field quotation character checkbox.
  5. Review the data in the Edit Column Names and Types section, then click the Parse button.

Parsing Data

NOTE: Make sure the parse is complete by clicking the View Job button and confirming progress is 100% before continuing to the next step, model building. For small datasets, this should only take a few seconds, but larger datasets take longer to parse.

Building a Model

  1. Once data are parsed, click the View button, then click the Build Model button.
  2. Select Principal Component Analysis from the drop-down Select an algorithm menu, then click the Build model button.
  3. If the parsed arrhythmia.hex file is not already listed in the Training_frame drop-down list, select it. Otherwise, continue to the next step.
  4. From the drop-down pca_method menu, select the method for computing PCA. For this example, select GramSVD. The GramSVD option forms the Gram matrix of the training frame via a distributed computation, then computes the singular value decomposition (SVD) of the Gram locally using the JAMA package. The principal component vectors and standard deviations are recovered from the SVD.
  5. In the K field, specify the number of clusters. For this example, enter 3.
  6. In the Max_iterations field, specify the maximum number of iterations. For this example, enter 100.
  7. Click the Build Model button.

Building PCA Models

PCA Results

The output for PCA includes the following:

  • Model parameters
  • Output (model category, model summary, scoring history, training metrics, validation metrics, iterations)
  • Importance of components
  • Training metrics
  • Rotation
  • Preview POJO