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As initially discussed in #18302 (comment) it might be interesting to add an extra constructor param to PLSSVD to select ARPACK or the sklearn's randomized_svd solver instead of the default LAPACK solver (from scipy.linalg.svd).
But the ARPACK and randomized_svd are non-deterministic so we would also need to add a random_state parameter.
Careful benchmarking to evaluate the speed vs numerical or statistical accuracy trade-off should be conducted to:
help the user choose the value of this parameter (both in the docstring and the user guide)
suggest an "auto" strategy to automatically select a good solver based on the shape of the data and the n_components parameter, similar to what is done in the PCA and TruncateSVD estimators. This "auto" parameter shall become the default after the usual deprecation period.
The text was updated successfully, but these errors were encountered:
As initially discussed in #18302 (comment) it might be interesting to add an extra constructor param to PLSSVD to select ARPACK or the sklearn's randomized_svd solver instead of the default LAPACK solver (from
scipy.linalg.svd
).But the ARPACK and randomized_svd are non-deterministic so we would also need to add a
random_state
parameter.Careful benchmarking to evaluate the speed vs numerical or statistical accuracy trade-off should be conducted to:
n_components
parameter, similar to what is done in thePCA
andTruncateSVD
estimators. This "auto" parameter shall become the default after the usual deprecation period.The text was updated successfully, but these errors were encountered: