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Optimize pca #469

Merged
merged 18 commits into from
Apr 5, 2023
Merged

Optimize pca #469

merged 18 commits into from
Apr 5, 2023

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Sichao25
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Main optimization:

  • Implement _truncatedSVD_with_center to perform PCA directly on sparse matrix
  • Enable Incremental PCA to control the memory usage
  • Change the PCA method to Randomized PCA for better efficiency. Make random state as an argument to ensure the reproducibility

@Xiaojieqiu Xiaojieqiu self-requested a review March 30, 2023 23:01
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looks good to me

@Xiaojieqiu Xiaojieqiu merged commit 9c38bc2 into master Apr 5, 2023
@Sichao25 Sichao25 deleted the optimize_PCA branch June 5, 2023 16:33
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2 participants