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Reverse Mapping of PCA
I have applied PCA on a dataset and retained 2 of the principal components.
I then apply the PCA model to a new dataset to calculate the scores.
I would like to then reverse map the scores to the input variables.
and then do a comparison of the original input variables vs. the newly calculated variables from the reverse mapping.
I am trying to use the errors to do online fault diagnosis.
How can I do the reverse mapping of the scores in Rapidminer?