Sparse PCA

Category: scikit-learn
#dictionary learning #pca #sparse pca #SparsePCA #spca #scikit-learn

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 …