Piotr Suszyński created SPARK-14661:
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Summary: Trim PCAModel by required explained variance
Key: SPARK-14661
URL: https://issues.apache.org/jira/browse/SPARK-14661
Project: Spark
Issue Type: Improvement
Components: MLlib
Affects Versions: 2.0.0
Reporter: Piotr Suszyński
Priority: Trivial
PCA is often used to trim the number of features by using the minimal variance
retained by those features. It would be very convenient to have a method in
PCAModel that would return a trimmed model, especially given that the PCAModel
constructor is private so doing this somewhere in the user code is not possible.
I already have almost ready code here:
https://github.com/psuszyns/spark/commit/072e9b50c29047700c6482e2c718969d9f6d9753
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