BenoitDamota
BenoitDamota
/ light_pca.py
Last active
December 10, 2015 00:39
LightPCA : PCA with little memory footprint.
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| """ | |
| LightPCA : PCA with little memory footprint, but can only fit_transform() | |
| the data (no transform(), no inverse_transform()). | |
| targeted data (be sure to have at least 5-6GB of free memory): | |
| >>> import numpy as np | |
| >>> from light_pca import LightPCA | |
| >>> X = np.random.randn(1301, 500000) # ~5GB | |
| >>> pca = LightPCA(copy=False, n_components=1300) | |
| >>> X = pca.fit_transform(X) | |
| """ |