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[MRG+1] SPCA centering and fixing scaling issue #11585
What does this implement/fix? Explain your changes.
@andrewww reported a scaling issue with SPCA : the transform scaling was depending on the number of samples. Investigating this issue we found several things that were disturbing :
This PR aims to fix all that. With all the fixes implemented, the scaling issue disappear and the transform from PCA and SPCA(alpha=0, ridge_alpha=0) gives exactly the same results.
Any other comments?
normalize_components be removed in version 0.22 and kept to true?
Or would that be a second deprecation cycle, and removed in 0.24?
if removed in 0.22, it should be stated in the deprecation messages.
All right. I’m off for tonight but I’ll take care of it tomorow evening if that’s all right. I’ll take all the comments into account and update the what’s new. Are we still ok with the double deprecation path we chose initialy (0.20 deprecate Default option False, 0.22 deprecate param and change the default to true, 0.24 delete param) ?
Jul 20, 2018
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I'm surprised we do a backward deprecation for a bug. We haven't really done that in the past and I'm -0 on it. @jnothman you have an opinion?