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[MRG+1] Allow sparse input to incremental PCA #13960
What does this implement/fix? Explain your changes.
Implements sparse input for IncrementalPCA. IncrementalPCA is by design suited to accepting sparse input; this allows the input to be sparse, and if it is so, converts the data to dense on a batch-wise basis.
Please add an entry to the change log at
A clarification: if the user wants to batchwise densify and fit multiple sparse matrices, then this is not currently possible. Example scenario: you want to fit a single estimator to multiple large