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[MRG+2] TruncatedSVD: Calculate explained variance. #3067
We tested this similar to in #2663 and determined that it makes sense to calculate explained variance as part of the fit method but then we merged the _fit method with the fit_transform method to avoid doing some duplicate work. This change will cause a minor performance regression in the case where fit is called by itself separate from transform (i.e. when calling on different inputs) which I believe is not the normal use case for this estimator.
changed the title from
[WIP] TruncatedSVD: Calculate explained variance.
[MRG] TruncatedSVD: Calculate explained variance.
Apr 15, 2014
For some reason, github does not show your repo as potential target for a pull request from mine... Here is an updated example to demonstrate the usage of
Please include it in your PR.