Join GitHub today
GitHub is home to over 50 million developers working together to host and review code, manage projects, and build software together.Sign up
GitHub is where the world builds software
Millions of developers and companies build, ship, and maintain their software on GitHub — the largest and most advanced development platform in the world.
[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?
massich left a comment
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) ?
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?