+1 for FA. It's standard and indeed very similar to ProbabilisticPCA
that we have.

Now we need a volunteer :)

Alex

On Thu, Jan 19, 2012 at 7:31 AM, Gael Varoquaux
<[email protected]> wrote:
> On Wed, Jan 18, 2012 at 11:53:01PM +0100, Andreas wrote:
>> > Factor analysis is a decomposition with a particular
>> > assumption about the noise.
>
>> > See Bishop page 583
>
>> For a bit more detail:
>> The idea is that the data is a linear transform of some
>> underlying, lower dimensional data plus some diagonal Gaussian noise.
>> This is essential a slight generalization of probabilistic PCA,
>> which has the same model but the Gaussian noise is assumed to be isotropic.
>
> I don't have the Bishop, and I must confess that I am still confused by
> the Wikipedia. That said, it doesn't really matter. As long as people
> feel confident that it is well defined and useful, it belongs to the
> scikit, and I am all for it :).
>
> Gael
>
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