On Fri, Mar 07, 2014 at 10:24:33AM -0500, Lee Zamparo wrote: > 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.
PCA with missing data is actually a well-posed problem, used eg in matrix completion. Scikit-learn could, and maybe should, have one. Gaƫl ------------------------------------------------------------------------------ Subversion Kills Productivity. Get off Subversion & Make the Move to Perforce. With Perforce, you get hassle-free workflows. Merge that actually works. Faster operations. Version large binaries. Built-in WAN optimization and the freedom to use Git, Perforce or both. Make the move to Perforce. http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general