Ben St. Clair created SPARK-21209:
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Summary: Implement Incremental PCA algorithm for MLlib
Key: SPARK-21209
URL: https://issues.apache.org/jira/browse/SPARK-21209
Project: Spark
Issue Type: New Feature
Components: ML
Affects Versions: 2.1.1
Reporter: Ben St. Clair
Incremental Principal Component Analysis is a method for calculating PCAs in an
incremental fashion, allowing one to update an existing PCA model as new
evidence arrives. Furthermore, an alpha parameter can be used to enable
task-specific weighting of new and old evidence.
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