In PCA documentation, The output you need is the task of components_ attribute. It outputs an array of [n_components, n_features], so to get how components are linearly related to the different features and each coefficient represents the correlation between a particular pair of components and features.
For example:
import pandas as pd
import pylab as pl
from sklearn import datasets
from sklearn.decomposition import PCA
# load dataset
iris = datasets.load_iris()
df = pd.DataFrame(iris.data, columns=iris.feature_names)
# normalize data
from sklearn import preprocessing
data_scaled = pd.DataFrame(preprocessing.scale(df),columns = df.columns)
# PCA
pca = PCA(n_components=2)
pca.fit_transform(data_scaled)
# Dump components relations with features:
print(pd.DataFrame(pca.components_,columns=data_scaled.columns,index = ['PC-1','PC-2']))
sepal length (cm) sepal width (cm) petal length (cm) petal width (cm)
PC-1 0.522372 -0.263355 0.581254 0.565611
PC-2 -0.372318 -0.925556 -0.021095 -0.065416
Hope this answer helps.
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