Dear Luca,
In terms of efficiency, do you think that nipals outperforms the
RandomizedPCA ? I'm not an expert in these methods, but it sounds like
they rely on similar tricks.
My suggestion would be to run a benchmark on some dataset of the
scikit to compare the accurcay/computat
Hi,
I was looking to the PCA and SparsePCA implementation of sklearn.
They are both based on SVD but I think that the nipals implementation of
the same algorithm can really increase the speed in some situations.
In particular with sparse PCA we usually use a small number of components
and so its s
