Browsing All posts tagged under »sparse pca«

SparsePCA in scikits.learn-git

July 19, 2011

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I am happy to announce that the Sparse PCA code has been reviewed and merged into the main scikits.learn repository. You can use it if you install the bleeding edge scikits.learn git version, by first downloading the source code as explained in the user’s guide, and then running python setup.py install. To see what code […]

Sparse PCA

May 23, 2011

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I have been working on the integration into the scikits.learn codebase of a sparse principal components analysis (SparsePCA) algorithm coded by Gaël and Alexandre and based on [1]. Because the name “sparse PCA” has some inherent ambiguity, I will describe in greater depth what problem we are actually solving, and what it can be used for. […]