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View Code? Open in Web Editor NEWA library for sparse Effective (functional) Dimensionality Reduction via Gaussian Processes
A library for sparse Effective (functional) Dimensionality Reduction via Gaussian Processes
It can be useful for visualization or other types of more detailed analysis
The same functionality is already available for PCA, see http://scikit-learn.org/stable/modules/generated/sklearn.decomposition.SparsePCA.html#sklearn.decomposition.SparsePCA
We need a prototype for sPCA
This method will be useful for sPCA-based EDR models
To be sure that they are synchronized with the lib
Line 99 in d802306
EDR fails during refit since componets_ are already initialized
Line 96 in f662450
as @NikolayLutsyak suggested
Line 77 in ee4d489
Line 29 in 59fb432
If normalize=True, edr.components_ aren't equal to features importances
Line 30 in cf3a35d
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