gamma hyperparameter misspecified on KernelPCA

[Guillermogsjc]

There is a missespecification on _get_kernel method at KernelPCA class.

If you perform the inverse_transform method specifiying gamma as None or directly imputing the value 1 / X.shape[1], it will differ, as the _get_kernel function with gamma as None adjusts to the X data both in transform and at inverse_transform methods.

The consequence is that specifying the supposed default hyperparameter leads to different results than leaving it as None.

The proposal is to add a hyperparameter called inverse_gamma or something like that for disambiguation.

[Guillermogsjc]

The override on the link works fine.

[jnothman]

Submit a pull request with a test asserting that it works fine?

[Guillermogsjc]

mmm, have to check the other kernel hyperparams that should have an "inverse" option I guess... coef0 and degree. As soon as I have time I will check it.