Hi Steve.
Can you monitor the RAM usage before it fails?
Because of the complexity of the algorithm, and as we don't truncate the rbf kernel, this will take 16GB of ram. If the process starts swapping, your OS might just kill it. There is nothing much we can do about that.

A solution to running KPCA on your data would be to either use the Nystroem or RBFSampler kernel approximation and a normal PCA.

Thanks,
Andy


On 03/25/2015 01:22 PM, Stephen O'Neill wrote:
Hey Andy,

Sorry, yes, by failing I mean it never finishes, and the python process dies without raising any exceptions.

The shape of the data is (46196,114).
Also numpy.all(numpy.isfinite(my_data)) returns True before I call
transformer.fit()

I'm running on python 2.7.8 numpy 1.9.1 sklearn 0.15.2 on a mac OSX 10.9.5.

Best,
Steve O'Neill


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