solow-decomposition
Matrix-decomposition estimators complementing [solow-multivariate]'s
classical PCA / factor / rotation surface.
- [
KernelPca] — Schölkopf-Smola-Müller (1998) kernel PCA withLinear,Rbf, andPolynomialkernels; centering in feature space matches sklearn'sKernelPCA(fit_inverse_transform=False). - [
FastIca] — Hyvärinen (1999) FastICA with thelogcoshandexpnonlinearities 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.