Re: [Scikit-learn-general] Robust PCA

method as >> efficient as possible. Along these lines, I started out using the >> randomized SVD from sklearn but I was failing my tests generated with the >> original Matlab code so I switched to numpy svd and then finally svdp in >> pypropack. >> >> Cheers,

Re: [Scikit-learn-general] Robust PCA

efficient as possible. Along these lines, I started out using the > randomized SVD from sklearn but I was failing my tests generated with the > original Matlab code so I switched to numpy svd and then finally svdp in > pypropack. > > Cheers, > Alex > -- next part --

Re: [Scikit-learn-general] Robust PCA

Couple of months back, I tried to use following https://github.com/shriphani/robust_pcp/blob/master/robust_pcp.py But I could not install pypropack develope by Jake Vanderplas So I used randomized_svd from Scikitlearn instead of svdp in the code mentioned above. It worked "OK" for me. On Wed, Apr

Re: [Scikit-learn-general] Robust PCA

IF it was in scipy would it be backported to the older versions? How would we handle that? On Wed, Apr 15, 2015 at 3:40 PM, Olivier Grisel wrote: > We could use PyPROPACK if it was contributed upstream in scipy ;) > > I know that some scipy maintainers don't appreciate arpack much and > would lik

Re: [Scikit-learn-general] Robust PCA

We could use PyPROPACK if it was contributed upstream in scipy ;) I know that some scipy maintainers don't appreciate arpack much and would like to see it replaced (or at least completed with propack). -- Olivier -- BPM

Re: [Scikit-learn-general] Robust PCA

ontent-Type: text/plain; charset=utf-8; format=flowed > > Hey all. > Was there some plan to add Robust PCA at some point? I vaguely remember > a PR, but maybe I'm making things up. > It sounds like a pretty cool model and is widely used: > Sparse > http://statweb.stanford.

Re: [Scikit-learn-general] Robust PCA

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Re: [Scikit-learn-general] Robust PCA

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Re: [Scikit-learn-general] Robust PCA

Robust PCA is awesome - I would definitely like to see a good and fast version. I had a version once upon a time, but it was neither good *or* fast :) On Wed, Apr 15, 2015 at 10:33 AM, Andreas Mueller wrote: > Hey all. > Was there some plan to add Robust PCA at some point? I vaguely remember > a

[Scikit-learn-general] Robust PCA

Hey all. Was there some plan to add Robust PCA at some point? I vaguely remember a PR, but maybe I'm making things up. It sounds like a pretty cool model and is widely used: Sparse http://statweb.stanford.edu/~candes/papers/RobustPCA.pdf [and I was just promised a good implementation] Andy