solow-decomposition 0.7.1

Rust matrix decomposition for machine learning: PCA, KernelPCA, FastICA, NMF, MiniBatchNMF, TruncatedSVD (LSA), IncrementalPCA, SparsePCA, DictionaryLearning, MiniBatchDictionaryLearning, LatentDirichletAllocation, GaussianRandomProjection, SparseRandomProjection. Scikit-learn decomposition and random_projection compatible.
Documentation

solow-decomposition

Matrix-decomposition estimators complementing [solow-multivariate]'s classical PCA / factor / rotation surface.

  • [KernelPca] — Schölkopf-Smola-Müller (1998) kernel PCA with Linear, Rbf, and Polynomial kernels; centering in feature space matches sklearn's KernelPCA(fit_inverse_transform=False).
  • [FastIca] — Hyvärinen (1999) FastICA with the logcosh and exp nonlinearities and symmetric decorrelation.
  • [Nmf] — Lee-Seung (2001) multiplicative-update non-negative matrix factorisation for the Frobenius objective.

All three consume a dense n × d matrix and produce an n × k projection (KernelPCA, FastICA) or a n × k × k × d factorisation (NMF). Deterministic under a caller-supplied seed.