Struct StreamingPCA 

pub struct StreamingPCA { /* private fields */ }

Streaming Principal Component Analysis using incremental SVD

Implementations

impl StreamingPCA

pub fn new( nfeatures: usize, n_components: usize, alpha: f64, min_samples: usize, ) -> Result<Self>

Create a new streaming PCA

pub fn update(&mut self, x: &Array2<f64>) -> Result<()>

Update PCA with new batch of data

pub fn transform(&self, x: &Array2<f64>) -> Result<Array2<f64>>

Transform data using current PCA

pub fn explained_variance_ratio(&self) -> Option<Array1<f64>>

Get explained variance ratio

pub fn reset(&mut self)

Reset the PCA to initial state