Expand description
Principal Component Analysis (PCA)
Implements dimensionality reduction for node feature matrices.
Two solvers are available:
- Randomized SVD (default): Halko-Martinsson-Tropp algorithm. O(n·d·k), numerically stable, automatic orthogonality. Industry standard (scikit-learn, cuML, Spark MLlib).
- Power Iteration (legacy): Extract one eigenvector at a time from the covariance matrix, then deflate and repeat. With Gram-Schmidt re-orthogonalization for stability.
Structs§
Enums§
- PcaSolver
- Solver strategy for PCA.
Functions§
- pca
- Run PCA on a feature matrix.