Hi Vijay,

You would need to impute your missing values first to use the
implementation of PCA in scikit-learn.  Alternatively, you could roll
your own (or find a package somewhere) for a Probabilistic PCA that
*can* handle missing values in the data.

Hope this helps,

Lee.

On Fri, Mar 7, 2014 at 10:15 AM, Gael Varoquaux
<gael.varoqu...@normalesup.org> wrote:
> On Fri, Mar 07, 2014 at 10:07:34AM -0500, Vijay Desai wrote:
>> I was interested in doing PCA on a matrix with missing data. Can it be
>> done using scikit-learn?
>
> No it cannot.
>
> G
>
>
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