number of components ?

[jajoe]

I don't understand... we don't choose the number of components of our PCA ?
See how we do with SKlearn :
http://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html

A PCA enables dimensionality reduction, so we have to choose our new dimensionality.

[targos]

What don't you understand? The current behavior is the same as the default from SKlearn (keep all components).
We can add options to configure that for sure.

[jajoe]

The main goal of PCA is to reduct dimensionality, so if we keep every components I'm not sure that a PCA is useful.
I'll add that tomorrow, I believe it just needs to apply that at the end of the function predict().

[targos]

We can talk about it tomorrow

[targos]

nComponents option has been added to the predict method