Hi Pamphile,
On 03/07/18 10:41, Pamphile Roy wrote:
I have some code that allows to upgrade (or downgrade) a PCA with a new
sample.
The update part is handy when you are doing live observations for
instance and you want a quick way to update your PCA without having to
recompute the whole thing from scratch.
> [..]
> [1] M. Brand: Fast low-rank modifications of the thin singular value
decomposition.
Do you know how this would compare with
sklearn.decomposition.IncrementalPCA ?
--
Roman
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