2012/1/19 Alexandre Gramfort <[email protected]>:
> +1 for FA. It's standard and indeed very similar to ProbabilisticPCA
> that we have.
>
> Now we need a volunteer :)

Is there a way to implement it in a scalable way (w.r.t n_samples and
n_features and n_factors / n_components)?

Because if it fallbacks to the default SVD solver i will probably be
too slow in practice. Is there a formulation that can use some sort of
penalized SGD or other online-ish solver?

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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